Recent posts
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QuantLib notebook: using curves with different day count conventions
Welcome back.
This week, the screencast of my last notebook from the QuantLib Python Cookbook—or, as you might say, my last excuse to publish a quick blog post.
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QuantLib notebook: discount margin calculation
Greetings.
This week, my next-to-last screencast of a notebook from the QuantLib Python Cookbook. It shows a technique which is used here to find the discount margin for a bond, but which can be made to work for any unknown value implied by a quoted price.
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Going to C++11: more STL classes
Welcome back.
A couple of posts ago, I mentioned that two new pull requests made it possible to use
std::functionandstd::bindin QuantLib instead of the corresponding classes from Boost. Here are a few more details. -
QuantLib notebook: a glitch in forward rates
Hello.
This week, another screencast of a notebook from the QuantLib Python Cookbook. It’s one of the few videos I still have to publish; a couple more and I’ll be done with this series. Or this season—who knows?
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Going to C++11: a recap
Greetings.
After the release of QuantLib 1.14, I had again a bit of time to dedicate to my C++11 experiment. Here are a brief recap and the next steps.