QuantLib User Meeting 2015
The QuantLib User Meeting 2015 was held in Düsseldorf on November 30th and December 1st, thanks to the sponsorship of IKB and CompatibL.
The slides for most of the the talks are available by clicking on their title.
Monday, November 30th
| Jörg Kienitz, An Overview of Negative Rates, SABR PDE and Approximation |
| Alexander Sokol, Implementing AAD in QuantLib |
| Ferdinando M. Ametrano and Paolo Mazzocchi, The abcd of Forward Rate Bootstrapping / Excel Rate Curve Framework |
| Eric Ehlers, Cloud computing in QuantLib |
| Klaus Spanderen and Johannes Göttker-Schnetmann, Calibration of Heston Local Volatility Models (with a few animations not included in the slides) |
Tuesday, December 1st
| Peter Caspers, Negative rates in QuantLib / AD beyond typedef and operator overloading |
| Andreas Pfadler, Proof of concept for a modern, distributed pricing architecture based on open source components |
| Roland Lichters, CSA Pricing using QuantLib |
| Sebastian Schlenkrich, Multi-curve Pricing of Non-Standard Tenor Vanilla Options in QuantLib |
| Luigi Ballabio, Ship it! QuantLib, IPython Notebook, and Docker |