Learn QUANTLIB with Real Code Examples

Learn basic C++ or Python programming

Understand fundamental derivatives pricing

Explore QuantLib instruments and engines

Practice term structures and curve building

Calibrate models and compute risk metrics

Week 1: Vanilla options pricing

Week 2: Interest rate derivatives

Week 3: Term structure and yield curves

Week 4: Exotic options and Monte Carlo

Week 5: Portfolio-level risk analysis

What is QuantLib and what are its primary uses?

Explain term structures and their role in pricing.

How would you price an interest rate swap?

What are the main differences between QuantLib C++ and Python bindings?

Describe Monte Carlo simulation in QuantLib.

Option -> VanillaOption()

PricingEngine -> BlackScholesMertonEngine()

TermStructure -> YieldTermStructureHandle()

NPV() -> computes price

MonteCarlo -> use MCEuropeanEngine or similar

QuantLib: A Developer’s Guide

Introduction to Quantitative Finance with C++

Python for Finance with QuantLib

Financial Instrument Pricing Using QuantLib

Advanced Derivatives Pricing and Risk Analytics

Getting started with QuantLib Python

Pricing European and American options

Building yield curves and term structures

Monte Carlo simulations of exotic derivatives

Portfolio risk analysis with QuantLib

https://www.quantlib.org/

QuantLib Python Documentation

QuantLib GitHub Repository

QuantLib mailing list

QuantLib GitHub issues and discussions

Stack Overflow QuantLib questions

QuantLib user forums

YouTube and blog tutorials

QuantLib mailing list

GitHub repository and issues

Stack Overflow QuantLib questions

QuantLib users forum

Financial engineering blogs and tutorials