How to start using Quant lib

[ravie.verma]

Hello,
  I am new to quantlib. I am interested in understanding how to start using quantlib to understand it more. Do I have to read any books to start with first.

Thanks in advance.

-Ravi

[Luigi Ballabio]

On Wed, 2010-06-02 at 10:05 -0700, ravie.verma wrote:
> Hello,
>   I am new to quantlib. I am interested in understanding how to start using
> quantlib to understand it more. Do I have to read any books to start with
> first.

I would suggest to read:
- the examples;
- the test cases related to the classes you want to understand;
- the notes I'm putting together at
<http://sites.google.com/site/luigiballabio/qlbook>;

Your mileage may vary, tohugh. What's your current level in quantitative
finance and C++, respectively?

Luigi



--

It is better to know some of the questions than all of the answers.
-- James Thurber



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[Claves do Amaral]

On 3 June 2010 17:11, Luigi Ballabio <[hidden email]> wrote:
> - the notes I'm putting together at
> <http://sites.google.com/site/luigiballabio/qlbook>;

Dear Luigi,

With regard to your notes, I have noticed in the Table of Contents
that Chapter 6 is devoted to the Monte Carlo framework. However, I
cannot find chapter 6 in your qbook.
Do you think you are going to publish this chapter soon? I am asking
since I am particularly interested in the topic.

Cheers

Claves do Amaral

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[Luigi Ballabio]

On Jun 5, 2010, at 12:48 AM, Claves do Amaral wrote:

> On 3 June 2010 17:11, Luigi Ballabio <[hidden email]> wrote:
>> - the notes I'm putting together at
>> <http://sites.google.com/site/luigiballabio/qlbook>;
>
> With regard to your notes, I have noticed in the Table of Contents
> that Chapter 6 is devoted to the Monte Carlo framework. However, I
> cannot find chapter 6 in your qbook.

That's because I haven't begun it yet, sorry.  It's going to be a while.

Luigi


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[Claves do Amaral]

On 5 June 2010 20:21, Luigi Ballabio <[hidden email]> wrote:
> That's because I haven't begun it yet, sorry.  It's going to be a while.

No problem, no rush ;) I will refer to the documentation in the QL web
site in the meanwhile.

Cheers,

Claves

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