Learning Quantlib

[Blithesky]

Dear all,

I'm currently learning quantlib and get a little frustrated because I didn't know where to start and how long can I "master" the library. Can someone give me a guide such as what is a good way to learn it and how long will it take to get a good understanding of it?
I'm currently just reading the samples' code and the source code of each class.

PS: Does quantlib has CMO framework such as collateral cashflow generator and cashflow allocator?

Thanks for your help.

 

[Andy Nguyen]

Quantlib is an evolving open source project so you will always have to keep up with it. My guess is that you will never "master" it, the way you "master" bike riding.
Have you look at this article Boost C++ Libraries and Applications to Computational Finance | Quant Network

 

[joel_b]

Quantlib requires boost now. I would imagine a lot in that article is now implemented in similar ways via Quantlib.

I haven't managed to get into Quantlib much yet since it's more geared for pricing and derivatives, rather than equity trading.