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New product tutorial?

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New product tutorial?

Nivel Egres
Is there a good tutorial on adding a new product/payoff in QuantLib?

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Re: New product tutorial?

Luigi Ballabio
At the risk of tooting my own horn, chapter 2 of Implementing QuantLib (included in the free sample at <https://leanpub.com/implementingquantlib>) describes the design of instruments and pricing engines and has an example of one with a closed pricing formula.  Other chapters go into available frameworks for Monte Carlo etc.  Feedback is welcome.

Luigi


On Sun, May 7, 2017 at 4:24 PM Nivel Egres <[hidden email]> wrote:
Is there a good tutorial on adding a new product/payoff in QuantLib?
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