Welcome!

I'm Luigi Ballabio, co-founder and current maintainer of the open-source QuantLib project, and I help quantitative teams to build their own pricing solutions based on QuantLib. I'm also the author of Implementing QuantLib and QuantLib Python Cookbook, and I'm available for consulting and training on-site or remotely.

You’ll find here the same posts that I will publish on my website-slash-blog (also called Implementing QuantLib; you can have a look at its archive to see what my posts are about—not surprisingly, mostly examples and design considerations about QuantLib) but, this being Substack, they will be delivered straight to your inbox as an email newsletter so you don’t have to check my site or follow me elsewhere. Nothing too invasive—I don’t expect the frequency to be too high. Monthly, maybe.

If you subscribe, that is. Here’s the button. It’s free. See you soon!