[Quantlib-users] Quant conference in London 5th June

[Peter C. <pca...@gm...>]

Dear all,

there will be a gathering on 5th June in London where we will discuss
recent developments in ORE

https://www.acadia.inc/quant-summit-london-2024

As we all know, QuantLib is an essential part of ORE and so it seems
okay to announce this here. We will discuss AAD for T0 sensis and XVA
and how the ORE approach compares to other approaches that were
implemented for QuantLib, how we offload work to GPUs, how we
integrate QuantLib's finite-difference framework into Bermudan
Swaption and Scripted Trade pricing, new features around rate curve
building based off QuantLib classes, how we handle stress testing in
par and zero space, how we wrap the libraries into a restful API, and
much more.

There are still a couple of seats left (actually not so many I
believe), so feel free to register.

Best
Peter