QuantLib notebook: implied term structures
Hello everybody.
Here is the third QuantLib notebook; this one is about implied term structures, and acknowledgments go to quant.stackexchange.com user Lisa Ann, who prompted it with her question.
In other news: remember last year’s QuantLib User Meeting in Düsseldorf? We’re having another in December. More details to come.
Ok, here’s the video. Make it full screen, sit back, and enjoy.
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