QuantLib starter guide

Question

Is there a good starter document on quantlib (http://quantlib.org)? The examples are not well documented, and the help does not give that much insight.

Answer 1

Well there are

• hundreds of unit tests,
• a dozen or more examples
• over 1000 pages of Doxygen-generated documentation
• several introductory book chapters on the design drafted by Luigi (lead developer)

All this is complicated because the topic is complicated. The No Free Lunch theorem seems to hold for code too ;-)

Thanks for adding the quantlib tag. We should have some more questions here.

Answer 2

Quantlib creators are pretty active on the Wilmott forum, so if you ask a concrete question there, they are likely to answer.