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17:39
YouTube
Quants Hub & BTRM
A Look at QuantLib Usage and Development - Introduction
Luigi Ballabio introduces the content of his Quants Hub video workshop. In this workshop, I will first give a bird-eye look at the architecture by describing the design and rationale of its core classes (for instance, those modeling the generic concepts of financial instruments and term structures). I will show both examples of their idiomatic ...
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