QuantLib notebook: using curves with different day count conventions
This week, the screencast of my last notebook from the QuantLib Python Cookbook—or, as you might say, my last excuse to publish a quick blog post. I’ve no plans to continue the series in the short term (these days, I’m more interesting in my Leaving C++03 experiment) but I don’t exclude writing more notebooks in the future; most of the ones in the cookbook came from questions on Stack Exchange or the QuantLib mailing list, and you never know when you’ll come across another good one.
In the meantime, you can find all the screencasts in my QuantLib notebooks series on YouTube.
Here is the video. Set it to full screen, sit back and enjoy.
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