How to find out guide for user on using quantlib library ?

[Josh C. Chien]

Hell0 all guys,
Just a beginning question.
I'm novice for C++ in quantitative finance. Recently, I'm going to make
use of quantlib library in my C++ coding.
But, I don't know how to do. Could you give me a link for guide ?
And tell me where I can download quantlib library  for coding C++ ?

thanks.

Josh


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[Fabrice_CBA]

Hi Josh,

It is unclear to me what you exactly want to do.

You can download the Quantlib library at sourceforge (but if you found
your way to the mailing list, you should already have found that).
http://sourceforge.net/project/showfiles.php?group_id=12740&package_id=1
1612

If you want to do some C++ coding based on quantlib, the best way in my
humble opinion is to download and build the library, and then call the
library's functions/classes in your own code. Here is a link to the
class hierarchy that should help you find the class you want to use,
along with their public member functions.
http://quantlib.org/reference/hierarchy.html

You can also add your code directly in quantlib before building the
library, but I don't recommend it as it will take you a long time to
build it each time, and it will be harder to debug your code since
quantlib is tested extensively for each release and any modification you
add can create new bugs that will be hard to spot.

Also, if you want to know more about C++ in general, there are numerous
tutorials and guide on the web, just google it. For C++ applied to
quantitative finance I recommend you read some books like D.J.Duffy's
"Introduction to C++ for financial engineers", same author's "Financial
instrument pricing using C++", M.Joshi's "C++ design patterns and
derivatives pricing", or J.London's "Modelling derivatives in C++".

Enjoy,
Fabrice

-----Original Message-----
From: [hidden email]
[mailto:[hidden email]] On Behalf Of Josh
C. Chien
Sent: Sunday, 9 March 2008 1:35 PM
To: QuantLib-User
Subject: [Quantlib-users] How to find out guide for user on using
quantliblibrary ?

Hell0 all guys,
Just a beginning question.
I'm novice for C++ in quantitative finance. Recently, I'm going to make
use of quantlib library in my C++ coding.
But, I don't know how to do. Could you give me a link for guide ?
And tell me where I can download quantlib library  for coding C++ ?

thanks.

Josh


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[Ferdinando M. Ametrano-3]

Hi all

I favor all Fabrice's suggestions but Justin London book. In my
opinion the worst book ever on finance and C++. Avoid it like a
plague.

Josh: beginners are welcome, but from what you write I guess you have
a lot to learn about C++ before being productive on your own.
Check Marks Joshi's recommended book list:
http://www.markjoshi.com/RecommendedBooks.htm

ciao -- Nando

On Sun, Mar 9, 2008 at 5:31 AM, Lecuyer, Fabrice
<[hidden email]> wrote:

> Hi Josh,
>
>  It is unclear to me what you exactly want to do.
>
>  You can download the Quantlib library at sourceforge (but if you found
>  your way to the mailing list, you should already have found that).
>  http://sourceforge.net/project/showfiles.php?group_id=12740&package_id=1
>  1612
>
>  If you want to do some C++ coding based on quantlib, the best way in my
>  humble opinion is to download and build the library, and then call the
>  library's functions/classes in your own code. Here is a link to the
>  class hierarchy that should help you find the class you want to use,
>  along with their public member functions.
>  http://quantlib.org/reference/hierarchy.html
>
>  You can also add your code directly in quantlib before building the
>  library, but I don't recommend it as it will take you a long time to
>  build it each time, and it will be harder to debug your code since
>  quantlib is tested extensively for each release and any modification you
>  add can create new bugs that will be hard to spot.
>
>  Also, if you want to know more about C++ in general, there are numerous
>  tutorials and guide on the web, just google it. For C++ applied to
>  quantitative finance I recommend you read some books like D.J.Duffy's
>  "Introduction to C++ for financial engineers", same author's "Financial
>  instrument pricing using C++", M.Joshi's "C++ design patterns and
>  derivatives pricing", or J.London's "Modelling derivatives in C++".
>
>  Enjoy,
>  Fabrice
>
>
>
>  -----Original Message-----
>  From: [hidden email]
>  [mailto:[hidden email]] On Behalf Of Josh
>  C. Chien
>  Sent: Sunday, 9 March 2008 1:35 PM
>  To: QuantLib-User
>  Subject: [Quantlib-users] How to find out guide for user on using
>  quantliblibrary ?
>
>  Hell0 all guys,
>  Just a beginning question.
>  I'm novice for C++ in quantitative finance. Recently, I'm going to make
>  use of quantlib library in my C++ coding.
>  But, I don't know how to do. Could you give me a link for guide ?
>  And tell me where I can download quantlib library  for coding C++ ?
>
>  thanks.
>
>  Josh
>
>
>  ------------------------------------------------------------------------
>  -
>  This SF.net email is sponsored by: Microsoft Defy all challenges.
>  Microsoft(R) Visual Studio 2008.
>  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>  _______________________________________________
>  QuantLib-users mailing list
>  [hidden email]
>  https://lists.sourceforge.net/lists/listinfo/quantlib-users
>
>  ************** IMPORTANT MESSAGE *****************************
>  This e-mail message is intended only for the addressee(s) and contains information which may be
>  confidential.
>  If you are not the intended recipient please advise the sender by return email, do not use or
>  disclose the contents, and delete the message and any attachments from your system. Unless
>  specifically indicated, this email does not constitute formal advice or commitment by the sender
>  or the Commonwealth Bank of Australia (ABN 48 123 123 124) or its subsidiaries.
>  We can be contacted through our web site: commbank.com.au.
>  If you no longer wish to receive commercial electronic messages from us, please reply to this
>  e-mail by typing Unsubscribe in the subject line.
>  **************************************************************
>
>
>
>
>
>
>  -------------------------------------------------------------------------
>  This SF.net email is sponsored by: Microsoft
>  Defy all challenges. Microsoft(R) Visual Studio 2008.
>  http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/
>  _______________________________________________
>  QuantLib-users mailing list
>  [hidden email]
>  https://lists.sourceforge.net/lists/listinfo/quantlib-users
>

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[Luigi Ballabio]

On Mon, 2008-03-10 at 10:05 +0100, Ferdinando Ametrano wrote:
> Check Marks Joshi's recommended book list:
> http://www.markjoshi.com/RecommendedBooks.htm

That would be
<http://www.markjoshi.com/RecommendedBooks.html>

Also, Josh: the steps involved in using the library in your own programs
depend on your compiler and platform. Which ones are you using?

Luigi


--

Innovation is hard to schedule.
-- Dan Fylstra



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