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Date: 21-23, May 2012 Location: The Institute of Physics, London, UK Cost: £2500 exc. VAT The goal of this three-day intensive hands-on course is to take a bird-eye look at the design of the QuantLib library as well as its rationale, to examine its implementation, and thus to learn how one's own code can be fitted on top of QuantLib to reuse and benefit from provided functionality. The course will focus on QuantLib proper, i.e., on the C++ library and won't cover extensions such as the Excel addin. This is a practical course for financial market participants. Download the Brochure here for further details and Booking Form Enquiries Jacob Bettany [log in to unmask] +44 (0) 1275 795 823 About the speaker Luigi Ballabio is senior quantitative developer at StatPro Italia srl, part of StatPro Ltd. He's one of the founders, administrators and lead developers of the QuantLib project. He holds a Ph.D. In Applied Nuclear Physics from the University of Uppsala. What do you learn? - The overall design of the QuantLib library - The rationale of its design and implementation - The correct use of the main classes in the library - The design and use of some of its framework, such as the tree and Monte Carlo frameworks What do you receive? The course price includes coffee, tea, lunch and refreshments. Prerequisites We assume that the student has experience of modern C++ and finance. The most advanced C++ features used in the library will be covered, if necessary. Who should attend? Quant developers writing or maintaining pricing code and wanting to fit it into the QuantLib framework.