Following a hint on

Wilmott here is a

**very approximate** book plan:

0) How to build Boost + QuantLib

1) (optional) brief review of OOP fundamentals

2) Boost-based components of QuantLib, in particular smart pointers. How to visualize them in VS-debugger.Design patterns (Dimitri Reiswich has already done an excellent job, but still...). UnitTests. Creating and reading Doxygen-Doku.

3) Interest rate modeling from very beginning and very concretely (as Quant I am mostly experienced with fixed income) : Date arithmetic (daycounters, business day conventions, etc).Bonds. Fitting yield curves: NSS, Cubic Spilnes, etc.

3a) Interest rate models (equilibrium vs. no arbitrage, short rate vs. Libor, calibrated models, affine models, term structure consistent models, etc)

4) Relation of financial instruments, pricing engines and models in QuantLib

5) Pricing [simple] instruments

6) [Discrete] Hedging revisited (specially for graduates: why it is important to hedge, not just to calculate the price as risk-neutral expectation of the discounted payoff).

7) (optional) some modern/advanced topics: CVA/DVA adjustment, multicurve framework, etc. (optional) integrating QuantLib and CUDA/GPU for ad-hoc tasks.