Media Summary: Modeling a bond portfolio in modelx using QuantLib (no sound) In this screencast, I show how conventions make a difference in trying to reprice a textbook At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl talked about how ...
Quantlib Notebooks Building Irregular Bonds - Detailed Analysis & Overview
Modeling a bond portfolio in modelx using QuantLib (no sound) In this screencast, I show how conventions make a difference in trying to reprice a textbook At the first New York Finance Python User's Group (NY FPUG) meetup, hosted by Enthought, Kelsey Jordahl talked about how ... 0:00 General Introduction about AADC 0:45 General description of the benchmark 3:30 File structure description of the benchmark ... 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 explain a strange result from an interpolated forward curve. More screencasts are available on my channel. In this screencast, I show how to price an instrument over a set of evaluation dates. More screencasts are available on my channel ...
