QuantLib

Luigi Ballabio joins Phil and Matt Godbolt. Luigi talks to us about QuantLib, an open-source library for financial models that he co-founded and now maintains.

News

• WG21 St. Luis trip reports:
  • "Official" report, collated by Inbal Levy
  • Herb Sutter's trip report

Links

• QuantLib home page
• Episode about borrow-checked C++ with Sean Baxter
• "QuantLib Python Cookbook" - book by Luigi
• "Implementing QuantLib" - book by Luigi