Hi there! 👋 I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project. I'm also the author of A QuantLib Guide, Implementing QuantLib and QuantLib Python Cookbook, and…
Hi there! 👋
I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project.
I'm also the author of A QuantLib Guide, Implementing QuantLib and QuantLib Python Cookbook, and I'm available for training on-site (in Europe and UK) or remote (anywhere).
Subscribe to my Substack to receive my blog posts in your mailbox. It's free.
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QuantLib
The QuantLib C++ library
C++ ★ 7.3k 3d agoExplain → -
quantlib-old ▣
The QuantLib C++ library and extensions (warning: out of date)
C++ ★ 474 9y agoExplain → -
QuantLib-SWIG
QuantLib wrappers to other languages
SWIG ★ 393 2d agoExplain → -
dockerfiles ▣
Docker images for QuantLib CI
Dockerfile ★ 22 2y agoExplain → -
QuantLib-site
Sources for the quantlib.org site
HTML ★ 7 2mo agoExplain → -
quantlib-wheels ▣
Scripts to generate Python wheels for QuantLib based on released tarballs
C++ ★ 6 5mo agoExplain → -
visualization
Examples of visualization in matplotlib. Mostly for self education.
Jupyter Notebook ★ 5 7y agoExplain → -
ab-notebook
A case study of article replication
Jupyter Notebook ★ 4 2mo agoExplain → -
ipynb2lmd
A script to convert Jupyter notebooks to Leanpub-flavored Markdown.
Jupyter Notebook ★ 4 7y agoExplain → -
papers
A bib file with references I've been collecting (plus a small TeX file to typeset them)
TeX ★ 3 12y agoExplain → -
QuantLib-Python-Docs ⑂
Documentation for QuantLib-Python
★ 2 1y agoExplain → -
IMT2026
Project for QuantLib course 2026 at IMT Atlantique
C++ ★ 1 3mo agoExplain → -
abcd ⑂
No description.
Jupyter Notebook ★ 1 9y agoExplain → -
docker-revealjs-example ⑂ ▣
Example Presentation for fschl/docker-revealjs
HTML ★ 0 7y agoExplain → -
docker-revealjs ⑂ ▣
Docker Image providing Reveal.js v3.0.0 full webserver setup
Dockerfile ★ 0 7y agoExplain → -
lballabio
No description.
★ 0 1y agoExplain →
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