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? In any case, you can find all past ones in my QuantLib notebooks series on YouTube.
This video is about an unexpected result from a term structure built from forward rates. Set it to full screen, sit back and enjoy.
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