Monthly Archives: July 2014

QuantLib

QuantLib is a cross-platform, quantitative finance C++ library for modeling, pricing, trading, and risk management in real-life.QuantLib offers tools that are useful both for practical implementation and for advanced modeling. It features market conventions, yield curve models, solvers, PDEs, Monte … Continue reading

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Learn some basic design principles from GRASP: Spring case study.

A design pattern is a general reusable solution to a commonly occurring problem within a given context in software design. Patterns are formalized best practices that the programmer can use to solve common problems when designing an application or system. “Gang … Continue reading

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