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.
![group photo](/images/qlum15.jpg)
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 |