Media Summary: In this screencast, I explain a strange result from an interpolated forward curve. More screencasts are available on my channel. In this screencast, I show how to build slightly more complex bonds than the ones provided by In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ...

Quantlib Notebooks A Glitch In - Detailed Analysis & Overview

In this screencast, I explain a strange result from an interpolated forward curve. More screencasts are available on my channel. In this screencast, I show how to build slightly more complex bonds than the ones provided by In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ... This is the tutorial for the introduction to In this screencast, I examine an unexpected result from a vanilla option that uses the Black process. More screencasts are ... At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl talked about how ...

In this screencast, I show a caveat to keep in mind when performing bond calculations. More screencasts are available on my ...

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QuantLib notebooks: a glitch in forward rates
QuantLib notebooks: implied term structures
QuantLib notebooks: building irregular bonds
QuantLib notebooks: using curves with different day count conventions
Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option
QuantLib notebooks: rho for the Black process
QuantLib notebooks: market quotes
QuantLib notebooks: interest-rate sensitivities
QuantLib notebooks: par and indexed coupons
PyQL and QuantLib: A Comprehensive Finance Framework
Introduction to QuantLib. Part 10: How to install QuantLib for Python and run it in Jupyter Notebook
Supercharge QuantLib with MatLogica AADC to achieve 150x performance
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QuantLib notebooks: a glitch in forward rates

QuantLib notebooks: a glitch in forward rates

In this screencast, I explain a strange result from an interpolated forward curve. More screencasts are available on my channel.

QuantLib notebooks: implied term structures

QuantLib notebooks: implied term structures

In this screencast, I use

QuantLib notebooks: building irregular bonds

QuantLib notebooks: building irregular bonds

In this screencast, I show how to build slightly more complex bonds than the ones provided by

QuantLib notebooks: using curves with different day count conventions

QuantLib notebooks: using curves with different day count conventions

In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ...

Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option

Introduction to QuantLib. Part 4 (Updated): The analytical method to price an option

This is the tutorial for the introduction to

QuantLib notebooks: rho for the Black process

QuantLib notebooks: rho for the Black process

In this screencast, I examine an unexpected result from a vanilla option that uses the Black process. More screencasts are ...

QuantLib notebooks: market quotes

QuantLib notebooks: market quotes

In this

QuantLib notebooks: interest-rate sensitivities

QuantLib notebooks: interest-rate sensitivities

In this

QuantLib notebooks: par and indexed coupons

QuantLib notebooks: par and indexed coupons

In this

PyQL and QuantLib: A Comprehensive Finance Framework

PyQL and QuantLib: A Comprehensive Finance Framework

At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl talked about how ...

Introduction to QuantLib. Part 10: How to install QuantLib for Python and run it in Jupyter Notebook

Introduction to QuantLib. Part 10: How to install QuantLib for Python and run it in Jupyter Notebook

This is the tutorial for the introduction to

Supercharge QuantLib with MatLogica AADC to achieve 150x performance

Supercharge QuantLib with MatLogica AADC to achieve 150x performance

Speed up

QuantLib notebooks: more mischievous conventions

QuantLib notebooks: more mischievous conventions

In this screencast, I show a caveat to keep in mind when performing bond calculations. More screencasts are available on my ...