Using in-built QuantLib instruments and pricing engines is almost trivial, since the library is actually performing all required groundwork on behalf of a lucky user. Hair may start to get gray, as soon as one wants to implement a new instrument and related pricing engine. The example presented below is implementing a simple zero-coupon bond instrument and corresponding (analytical) pricing engine.
In order to get more familiar with QuantLib Monte Carlo framework, one may take a look at Implementing QuantLib blog or get the actual book on QuantLib implementation from Leanpub. Also, MoneyScience is organizing Introduction to QuantLib Development course regularly. The most essential parts of the library are thoroughly covered during this 3-day training course, hosted by QuantLib lead developer Luigi Ballabio. Thanks for reading this blog. Merry Christmas and Happy New Year for everybody.