Updates on the QuantLib Python Cookbook

More than a year ago, Luigi Ballabio and I made an initial release of the QuantLib Python Cookbook. Now we are mostly finished with the content of the book. The new version of the book is out, and those who bought a previous version can now log into LeanPub to download the new version of the book and the accompanying python code in the form of notebooks.

This version includes some content update and preliminary support for Python 3. We are working to convert IPython notebooks into Jupyter notebooks and that will be the next release milestone for the book. You should expect to hear from us in about a month or so.

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I am Goutham Balaraman, and I explore topics in quantitative finance, programming, and data science. You can follow me @gsbalaraman.

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Updated posts from this blog and transcripts of Luigi's screencasts on YouTube is compiled into QuantLib Python Cookbook .