Quantitative Finance
Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio's user avatar
Luigi Ballabio
  • Member for 12 years, 10 months
  • Last seen this week
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About

One of the administrators and lead developers of the QuantLib project (http://quantlib.org). Also husband, father of four, ex-physicist, and amateur musician. Blogging at https://www.implementingquantlib.com.

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Top posts
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All Questions Answers
Score Newest
answer
13
Pricing a FixedRateBond in Quantlib: yield vs TermStructure
Jun 18, 2014
answer
13
Simple QuantLib Bond Math
Feb 20, 2017
answer
12
Use QuantLib Python to calculate Swap DV01
Nov 28, 2017
answer
12
QuantLib and exact numerical simulation
Jul 8, 2011
answer
12
How to learn QuantLib-python at first?
Jul 29, 2015
answer
10
How to calculate the local volatility surface using QuantLib?
Jun 7, 2011
answer
10
Definition of gearings, spreads and curve in RQuantLib's Floating Rate Bond function
Aug 23, 2013
answer
10
Quantlib python dual curve bootstrapping example
Feb 10, 2017
answer
8
Issue Using QuantLib and Python to Calculate Price and Greeks for American Option With Discrete Dividends
Dec 6, 2017
answer
8
Multithreading Monte-Carlo pricing in QuantLib for a single product
Dec 26, 2017
Top network posts
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28
Calculating EuropeanOptionImpliedVolatility in quantlib-python
11
Python Quantlib convert Quantlib Date to datetime
10
Why did QuantLib introduce the Handle class?
9
BOOST_MESSAGE undefined
8
Swaption pricing in QuantLib

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