As I said in my previous post, I’m preparing for a workshop I’ll be giving for Quants Hub (it’s in London, October 8th, thanks for asking. Yes, you can still register.) This doesn’t leave me any time for posting new book content, but since I’m rehearsing the material I thought I might as well record some of it. Thus, 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.
(The video is also available on Vimeo.)