Anyone going? 18Jan2011 in London

Link: http://www.statpro.com/quantlib_forum.aspxI'd say maybe, the talks don't sound that interesting but might still go.

The talk by Mr. Ametrano on multi-yield curves would also be interesting in the light of new developments. my 2 centsThe seminar brings people together which promotes interaction. Good initiative.

QuoteThe seminar brings people together which promotes interaction. Good initiative.Moment of truth to match user id with real person.

I'll be there. See you, then.

Bleh looks like I can't make it. Was pretty much only interested in Ametrano's talk anyway.Anyone heard if the slides will be posted online, maybe videos?

Yes, we should be taped.

QuoteOriginally posted by: lballabioYes, we should be taped.Great. Thanks

Hmm. Looks like I was wrong.I just had an update. We're not taping.

QuoteOriginally posted by: HansiAnyone heard if the slides will be posted online, maybe videos?The presentations are available athttp://www.statpro.com/quantlib_forum/quantlib ... ons.aspxIt has been a great time meeting a lot of "QL names" in person, both the old friends and the new ones.Luigi Ballabio's acrobatics were surely the main attraction , but all presentations were very interesting, and the organization was impeccable: kudos to all speakers and organizers, it has been a real pleasure to collaborate with you.This is not just my subjective opinion: there were about 90 delegates attending the event, and according to the feedback forms 96% of them would attend a future QuantLib Forum again. The event scored a remarkable 5.23 out of 6.00!There has been a lot of suggestions for future initiatives: more Python, more case studies, LMM, Credit, more (model) details, better overview, more background for less experienced users, more academic presentations, more examples on implementation. In a word people wants more, which is great and we will take these suggestions into account.This first forum also marks the 10th QL anniversary, so this is a good time for my heartfelt "thank you" to Dario Cintioli. While probably an obscure name for the QL users, he has always encouraged and sustained the QuantLib development since the first days. He has showed a forward looking attitude quite rare between the managers I've worked with, and a remarkable courage to invest his own resources in what might have appeared a crazy project at the timeTo wrap it up from my side while looking forward to other reports: if you missed the first QL forum... don't miss it next time!

QuoteCode Arbitrage: or, how to get features for free in QuantLib - Luigi BallabioWhat is it? Can someone post 2 line summary? Sounds very intriguing.

QuoteOriginally posted by: renormQuoteCode Arbitrage: or, how to get features for free in QuantLib - Luigi BallabioWhat is it? Can someone post 2 line summary? Sounds very intriguing.Buy Luigi a few pints?

QuoteOriginally posted by: renormQuoteCode Arbitrage: or, how to get features for free in QuantLib - Luigi BallabioWhat is it? Can someone post 2 line summary? Sounds very intriguing.from the presentation abstract at http://www.statpro.com/quantlib_forum/l ... ram.aspxIn this hands-on talk, examples will be shown of how to build new financial instruments and term structures upon existing QuantLib classes, so that your code can inherit advanced functionalities. For financial instruments, provided features include automated linking to market data, caching of calculated results, and the possibility of perturbing the underlying data for analysis purposes. For term structures, reusable bootstrapping algorithms are made available.

It says Video Coming Soon. So it was taped? Can't wait to see it.

It should be a screencast, since Luigi's talk was an hands-on live session. It's delayed because Luigi is probably adding the voice-over.I look forward to see how he will handle his accidental off-stage falling (or more accurately in-stage falling): it was so acrobatic to almost appear as staged