QuantLib documentation

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QuantLib documentation

henaffp
All,

Please find attached a short documentation (in French!) on QuantLib, and
specifically on the use of the observer pattern. I'll translate it into
English at some point.

Fernando/Luigi: If you find it of any value, I'll gladly release the
document and source to the QL project.

As a side note, the document uses the sagetex package (sagemath.org) to
combine latex and QuantLib code (with python wrapper) in a single
document. That is, the numerical results that you see in the document
are the result of an actual, on the fly, execution of QuantLib/Python
code.

Best regards,

Patrick Hénaff
Euria
Université de Bretagne Occidentale
Brest - France


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Re: QuantLib documentation

P Nelnik
That looks good Patrick.

How about adding it to the quantlib wiki ( http://quantlib.referata.com/wiki/Quantlib_Wiki ) ?

Cheers
Philip


On Thu, Aug 26, 2010 at 1:16 AM, P. Henaff <[hidden email]> wrote:
All,

Please find attached a short documentation (in French!) on QuantLib, and
specifically on the use of the observer pattern. I'll translate it into
English at some point.

Fernando/Luigi: If you find it of any value, I'll gladly release the
document and source to the QL project.

As a side note, the document uses the sagetex package (sagemath.org) to
combine latex and QuantLib code (with python wrapper) in a single
document. That is, the numerical results that you see in the document
are the result of an actual, on the fly, execution of QuantLib/Python
code.

Best regards,

Patrick Hénaff
Euria
Université de Bretagne Occidentale
Brest - France


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Be part of this innovative community and reach millions of netbook users
worldwide. Take advantage of special opportunities to increase revenue and
speed time-to-market. Join now, and jumpstart your future.
http://p.sf.net/sfu/intel-atom-d2d
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users



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Sell apps to millions through the Intel(R) Atom(Tm) Developer Program
Be part of this innovative community and reach millions of netbook users
worldwide. Take advantage of special opportunities to increase revenue and
speed time-to-market. Join now, and jumpstart your future.
http://p.sf.net/sfu/intel-atom-d2d
_______________________________________________
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Re: QuantLib documentation

Luigi Ballabio
In reply to this post by henaffp
On Wed, 2010-08-25 at 19:16 +0200, P. Henaff wrote:
> Please find attached a short documentation (in French!) on QuantLib, and
> specifically on the use of the observer pattern. I'll translate it into
> English at some point.
>
> Fernando/Luigi: If you find it of any value, I'll gladly release the
> document and source to the QL project.

Ok, thanks.  When it's in English (no hurry) I'll add it to the docs
page on the QuantLib site.

> As a side note, the document uses the sagetex package (sagemath.org) to
> combine latex and QuantLib code (with python wrapper) in a single
> document. That is, the numerical results that you see in the document
> are the result of an actual, on the fly, execution of QuantLib/Python
> code.

That's neat.  I keep thinking I have to try Sage, but I never got around
to it...

Later,
        Luigi


--

These are my principles, and if you don't like them... Well, I have
others.
-- Groucho Marx



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