Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library Cyprian Kamil Norwid Jackson Swift

Jackson Swift

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teaching us how to awaken our basic human goodness and connect deeply with others--to accept ourselves and everything around us complete with faults and imperfections

Implementing QuantLib: Quantitative finance in C++: an inside look at the architecture of the QuantLib library Cyprian Kamil Norwid Jackson SwiftThis book is a report on the design and implementation of QuantLib, alike in spirit but, hopefully, with less frightening results to the "How I did it" book prominently featured in Mel Brooks' Young Frankenstein (in this case, of course, it would be "how we did it"). If you are, or want to be, a QuantLib user, you will find here useful information on the design of the library that might not be readily apparent when reading the code. If you're working