Re: New product tutorial?

Posted by Luigi Ballabio on May 15, 2017; 3:27pm
URL: http://quantlib.414.s1.nabble.com/New-product-tutorial-tp18253p18278.html

At the risk of tooting my own horn, chapter 2 of Implementing QuantLib (included in the free sample at <https://leanpub.com/implementingquantlib>) describes the design of instruments and pricing engines and has an example of one with a closed pricing formula.  Other chapters go into available frameworks for Monte Carlo etc.  Feedback is welcome.

Luigi

On Sun, May 7, 2017 at 4:24 PM Nivel Egres <[hidden email]> wrote:

Is there a good tutorial on adding a new product/payoff in QuantLib?

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------
Check out the vibrant tech community on one of the world's most
engaging tech sites, Slashdot.org! http://sdm.link/slashdot
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users