It’s been a very long time since I last posted to my blog. Well, it’s a new year and I’ve resolved that in 2013 I’m going to turn over a new leaf. I’m planning to write a series of posts on what I call ‘open finance’. My first post will introduce the powerful and elegant open-source C++ library, QuantLib (www.quantlib.org). In subsequent posts, I will demonstrate how QuantLib can be used to implement a variety of fundamental financial calculations. I’ll also throw in some C++ 11 syntax to spice things up a bit. Stay tuned!
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