Posted by
Fabrice_CBA on
URL: http://quantlib.414.s1.nabble.com/How-to-find-out-guide-for-user-on-using-quantlib-library-tp5863p5864.html
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=11612
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.htmlYou 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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