It’s been a while since I recorded a screencast. Here’s a new one, on par and indexed coupons. The corresponding notebook, with an extended text, is part of the last update to the QuantLib Python Cookbook. And I didn’t mention it in the recording, but there’s plenty more information about those calculations in Implementing QuantLib.
Summer is coming up, and so are some vacations. I’ll probably be back on the blog in September with some of the stuff that’s still missing from Implementing QuantLib. After that, we’ll see.
Here is the video. Set it to full screen, sit back and enjoy.
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