Good news: Goutham and I finally completed the QuantLib Python Cookbook. (You can get it on Leanpub now. Go ahead, I’ll wait.) To celebrate, this post shows another screencast of me going through one of the notebooks contained in the book. You can find all past videos in my QuantLib notebooks series on YouTube.
Today’s video is about the need of choosing conventions carefully when pricing a bond. Set it to full screen, sit back and enjoy.
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