Download the latest jars from http://www.sencha.com/products/extgwt/download/ Follow the “setup.txt” create a eclipse project. Add all the folders in samples/**/src as source folder Expand the samples/examples.war into the “war” folder in your eclipse dir Delete the old “gxt.jar” from the WEB-INF/lib and replace with the gxt-2.2.3-gwt22.jar (seems like an old version is bundled with the samples.war) Run As, Web app, explorer.html, cross fingers…

This has really helped in the Coherence projects I’ve been working on. Nothing quite like real world experience. More resources here.

When you can’t trust the stacktrace

QuantLib is a free and open-source software library for quantitative finance. It provides a wide range of functionality for pricing and risk-managing financial derivatives, including interest rate swaps. To calculate the delta risk of an interest rate swap in Python using QuantLib, you can follow these steps: Import the necessary QuantLib modules: Python import QuantLib as ql Create a QuantLib YieldTermStructure object to represent the current interest rate curve: Python