Milan, Italy

Luigi Ballabio

Elite
@lballabio

Co-founder and current maintainer of the QuantLib project. Also husband, father of four, ex-physicist, and amateur musician.

www.implementingquantlib.com

QuantLib. The QuantLib C++ library

7.3k

quantlib-old. The QuantLib C++ library and extensions (warning: out of date)

473

QuantLib-SWIG. QuantLib wrappers to other languages

397

dockerfiles. Docker images for QuantLib CI

22

QuantLib-site. Sources for the quantlib.org site

7

quantlib-wheels. Scripts to generate Python wheels for QuantLib based on released tarballs

6

visualization. Examples of visualization in matplotlib. Mostly for self education.

5

ab-notebook. A case study of article replication

4

ipynb2lmd. A script to convert Jupyter notebooks to Leanpub-flavored Markdown.

4

papers. A bib file with references I've been collecting (plus a small TeX file to typeset them)

3

QuantLib-Python-Docs. Documentation for QuantLib-Python

2

abcd. Jupyter Notebook

1

IMT2026. Project for QuantLib course 2026 at IMT Atlantique

1
13
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