QuantLib

Luigi Ballabio joins Phil and Matt Godbolt. Luigi talks to us about QuantLib, an open-source library for financial models that he co-founded and now maintains.
News

• WG21 St. Luis trip reports:
• "Official" report, collated by Inbal Levy (reddit.com/r/cpp/comments/1dwc7f2/202406_st_lo…)

• Herb Sutter's trip report (herbsutter.com/2024/07/02/trip-report-summer-i…)

Links

• QuantLib home page (quantlib.org)

• Episode about borrow-checked C++ with Sean Baxter (cppcast.com/safe-borrow-checked-cpp)

• "QuantLib Python Cookbook" - book by Luigi (leanpub.com/quantlibpythoncookbook)

• "Implementing QuantLib" - book by Luigi (getbook.at/implementingquantlib)