Official QuantLib Documentation

QuantLib reference manual [HTML]

The reference manual is also available for offline reading from the SourceForge download page.

Other information

Unofficial wiki

An unofficial QuantLib wiki is up at http://quantlib.referata.com/.
Contributions are welcome.

Books

Implementing QuantLib (in progress) [web page]
Ballabio, L.

Papers

Option Engine: A Grid-Enabled Software Package to Evaluate Financial Options [HTML]
Francesca Mariani, Maria Cristina Recchioni, Francesco Zirilli
HPCwire (September 2009)
Bootstrapping the Illiquidity: Multiple Yield Curves Construction for Market Coherent Forward Rates Estimation [abstract]
Ferdinando Ametrano, Marco Bianchetti
In Modelling Interest Rates, Fabio Mercurio, ed., Risk Books, Incisive Media, 2009.
Smooth Simultaneous Calibration of the LMM to Caplets and Coterminal Swaptions [abstract/download]
Ferdinando Ametrano, Mark S. Joshi (2008)
Why Use QuantLib? [PDF]
Firth, N.P. (2004)

Press

Four years of open source financial models [PDF]
Wilmott Magazine (September 2004)