Welcome back, dear reader.

Just a quick post to belatedly wish you a happy 2026 and to list a number of improvements in A QuantLib Guide.

Let me mention again that, if you want to receive this kind of updates, subscribing to my Substack is a good idea. And if you find A QuantLib Guide useful and want to support the effort, you can do so by buying a PDF version. It’s published on Leanpub, which means that you’ll have free access to any future updates.

So, here is the list:

  • there’s a new notebook on interest-rate indexes that shows how they behave and how to create custom ones;

  • there’s a corresponding new section on creating custom indexes in the notebook on inflation indexes and curves;

  • the notebook on numerical Theta has a new note making a connection between the calculated Theta and fixed-income calculations such as roll-down and pull-to-par.

And since we’re talking about new goodies, QuantLib 1.41 was released a couple of days ago with quite a few contributions, so check it out in case you missed it. Enjoy!