Official QuantLib Documentation

QuantLib reference manual [HTML]
The reference manual is also available for offline reading from the SourceForge download page.

Other information

Luigi Ballabio, Implementing QuantLib
Available as an ebook from Leanpub. Drafts are also posted on the accompanying blog.
Vasily Nekrasov, Notes on Getting Started with QuantLib (unfinished)
Available from his web site.
Goutham Balaraman and Luigi Ballabio, QuantLib Python Cookbook (in progress)
Available as an ebook from Leanpub.

Dimitri Reiswich contributed the slides he used during a course he taught, along with the corresponding code:
Boost introduction [PDF]
QuantLib introduction, part I [PDF]
QuantLib introduction, part II [PDF]
code samples [ZIP]
Marco Marchioro has made available the slides for his derivatives class at Milan University, in which he uses QuantLibXL for teaching. They can be downloaded from the Advanced Derivatives page on his site, http://www.marchioro.org/, along with the corresponding spreadsheets and additional material.

The QuantLib Notebooks is a series of screencasts by Luigi Ballabio using IPython notebooks to demonstrate features of the QuantLib library. It is also available on Vimeo.
Introduction to QuantLib is another series of screencasts by Felix Lee, covering installation and usage of the library.
A different series of screencasts, also called Introduction to QuantLib, is published by Carol Zheng.
A Look at QuantLib Usage and Development is the recording of a one-day workshop given by Luigi Ballabio for Quants Hub. It is available for purchase separately or as part of their subscription service.

Introduction to QuantLib is a talk by Robert Hardy for Skills Matter that introduces QuantLib and QuantLibXL and gives a few examples of their use.
Introduction to QuantLib and Using QuantLib Programmatically is a talk by Bojan Nikolic for Skills Matter that shows examples of using QuantLib from other languages.

The QuantLib User Meeting 2017 was held in Düsseldorf on November 30th, 2017, thanks to the sponsorship of IKB, Quaternion and d-fine.
The QuantLib User Meetings 2016 were held in London on July 12th, 2016, thanks to the sponsorship of Quaternion, and in Düsseldorf on December 7th and 8th, 2016, thanks to the sponsorship of IKB, Quaternion and d-fine.
The QuantLib User Meeting 2015 was held in Düsseldorf on November 30th and December 1st, 2015, thanks to the sponsorship of IKB and CompatibL.
The QuantLib User Meeting 2014 was held in Düsseldorf on December 4th and 5th, 2014, thanks to the sponsorship of IKB.
The QuantLib User Meeting 2013 was held in Düsseldorf on November 13th and 14th, 2013, thanks to the sponsorship of IKB, Quaternion and d-fine.
The first QuantLib forum was held in London on January 18th, 2011, thanks to the sponsorship of StatPro.

Farmer's CMS Spread Option Formula for Negative Rates [abstract/download]
Peter Caspers (2015)
Derivatives Pricing using QuantLib: An Introduction [abstract/download]
Jayanth R. Varma, Vineet Virmani (2015)
Implementation of the ZABR Model [abstract/download]
Peter Caspers (2013)
Markov Functional One Factor Interest Rate Model Implementation in QuantLib [abstract/download]
Peter Caspers (2013)
Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask [abstract/download]
Ferdinando Ametrano, Marco Bianchetti (2013)
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)

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