Teaching myself Quantlib

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Teaching myself Quantlib

Rasheed Abiaka
I've taken a bunch of programming courses and I'm now looking for a
way to learn programming in an applied way.  What exercises would you
suggest for a beginner, over let's say a year,  to get up to speed to
become capable of making a real contribution to the Quantlib project?

I'm no longer in school, but I have a whole lot of spare time when I'm
not at my non-programming job.  I'm really interested in teaching
myself.

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Re: Teaching myself Quantlib

Luigi Ballabio
Hi Rasheed,
    one exercise could be to implement a simple option; that would
make you familiar with instruments and pricing engines and give you an
overview of the library design.  If you happen to have Haug's book,
for example, there's plenty of such options with a simple analytic
formula. For a description of the framework and an example, you can
read chapter 2 at <http://sites.google.com/site/luigiballabio/qlbook>.
 Do write here if you get stuck.

Later,
    Luigi

On Wed, Jan 25, 2012 at 2:52 PM, Rasheed Abiaka <[hidden email]> wrote:
> I've taken a bunch of programming courses and I'm now looking for a
> way to learn programming in an applied way.  What exercises would you
> suggest for a beginner, over let's say a year,  to get up to speed to
> become capable of making a real contribution to the Quantlib project?

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The most comprehensive online learning library for Microsoft developers
is just $99.99! Visual Studio, SharePoint, SQL - plus HTML5, CSS3, MVC3,
Metro Style Apps, more. Free future releases when you subscribe now!
http://p.sf.net/sfu/learndevnow-d2d
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