Introduction to QuantLib. Part 8b: Integrator and Solver Class

Опубликовано: 11 Июль 2026
на канале: eefelix
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In this tutorial, I will cover some of the major classes in QuantLib. Most of the materials that I’ve prepared in this tutorial are extracted from Dimitri’s slides
http://quantlib.org/slides/dima-ql-in...
http://quantlib.org/slides/dima-ql-in...
http://quantlib.org/slides/dima-code.zip

The powerpoint in the video: https://drive.google.com/file/d/0B0wk...

Please also support the free calculator app that I wrote in the last Christmas holiday (2020). https://apps.apple.com/us/app/sfx-cal...

Currently the calculator app doesn't have any financial calculation function yet, but I'll consider to implement some financial calculation functions in the future using QuantLib.