Latest updates to "A QuantLib Guide"
This is just a quick post to list a few updates in A QuantLib Guide .
Implementing QuantLib
The blog and books by Luigi Ballabio, one of the administrators and lead developers of the QuantLib project.
Latest posts
The software side of replication
Today’s post was originally published in the November 2025 issue of Wilmott Magazine . What if you could make it a lot easier for readers to replicate your paper?
QuantLib and A.I.
I don’t use A.I. for my posts; I prefer the human touch (and if you suspected I did use it because of em-dashes, I can point you to a snapshot of my blog from 2015 where you can see that I averaged a couple of them per post). But this doesn’t mean I’m opposed to using A.I. for coding.
Spread calculations
Here is another addition to A QuantLib Guide : a notebook on various spread calculations.
Some more improvements to "A QuantLib Guide"
Just a quick post to belatedly wish you a happy 2026 and to list a number of improvements in A QuantLib Guide .
Inflation bonds
Here is the latest addition to A QuantLib Guide : a notebook on inflation bonds.
Bonds and CDS curves
Following the notebook I posted a couple of months ago on default probability curves , here is another short one in which they are used for pricing bonds.
"Implementing QuantLib" as a paperback: five years later
Recently I realized that it’s already five years since I published my Implementing QuantLib book as a paperback on Amazon , effectively freezing it. Is it still up to date?
Default-probability curves
Here is the latest addition to A QuantLib Guide : a notebook on bootstrapping and using default-probability curves.
Cash-flow analysis
This time, I have a proper look at a bit of infrastructure that I’ve used in multiple notebooks before.