Re: How to find out guide for user on using quantliblibrary ?

Posted by Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/How-to-find-out-guide-for-user-on-using-quantlib-library-tp5863p5865.html

Hi all

I favor all Fabrice's suggestions but Justin London book. In my
opinion the worst book ever on finance and C++. Avoid it like a
plague.

Josh: beginners are welcome, but from what you write I guess you have
a lot to learn about C++ before being productive on your own.
Check Marks Joshi's recommended book list:
http://www.markjoshi.com/RecommendedBooks.htm

ciao -- Nando

On Sun, Mar 9, 2008 at 5:31 AM, Lecuyer, Fabrice
<[hidden email]> wrote:

> 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=1
>  1612
>
>  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.html
>
>  You 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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