QuantLib User Meeting 2016, London

The first QuantLib User Meeting of 2016 was held in London on July 12th, thanks to the sponsorship of Quaternion.

The slides for most of the talks are available by clicking on their title.

Ferdinando Ametrano and Luigi Ballabio, The abcd of Interest Rate Basis Spreads
Peter Caspers, Niall O'Sullivan and Roland Lichters, Open Risk Engine
Eric Ehlers, Reposit 1.8 and the Future of Spreadsheet Addins
Sebastian Schlenkrich, Multi-Curve Convexity
Alexander Sokol, QuantLibAdjoint News
Daniel Aziz, A sound modelling and backtesting framework for forecasting initial margin requirements (based on http://ssrn.com/abstract=2716279)
Andres Hernandez, Calibration using Neural Networks