Hello everybody.

This week: the screencast of a new QuantLib notebook on calculating the duration of a floating-rate bond—which on the one hand, is the kind of stuff that you’ll find in the video workshop I recorded for Quants Hub (£99 for almost 6 hours of material) and on the other hand, could turn into an ebook (together with the screencasts I published so far, as well as other future ones).

If you’re more interested in the architecture of the library, look at Implementing QuantLib instead (and at the next course I’ll hold in London).

Here is the screencast. Set it to full screen, sit back and enjoy.

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