Introducting Introspection in QTK

September 01, 2016 by Goutham Balaraman

Provides an example of the concept of introspection in QTK

   qtk   python   finance  

Valuing Callable Bonds Using QuantLib Python

August 30, 2016 by Goutham Balaraman

In this post we look at valuing callable bonds using QuantLib Python

   quantlib   python   finance  

Heston Model Calibration Using QuantLib Python and Scipy Optimize

July 31, 2016 by Goutham Balaraman

In this post we do a deep dive on calibration of Heston model using QuantLib Python and Scipy's Optimize package.

   quantlib   python   finance   scipy  

Valuing Bonds with Credit Spreads in QuantLib Python

July 26, 2016 by Goutham Balaraman

Provides an example of valuing bonds with credit spreads using QuantLib Python. This post walks through an example of shifting the yield term structure.

   quantlib   python   finance  

Announcing qtk for QuantLib Python

July 20, 2016 by Goutham Balaraman

Announcing qtk, a new interface to interact with QuantLib Python

   quantlib   python   finance   qtk  

QuantLib Python Notebooks On Docker

July 02, 2016 by Goutham Balaraman

Running QuantLib python notebooks on Docker

   python   finance   programming   quantlib  

Valuing Interest Rate Caps and Floors Using QuantLib Python

June 23, 2016 by Goutham Balaraman

A tutorial on valuing caps and floors using QuantLib Python.

   quantlib   python   finance  

QuantLib Python Cookbook Announcement

June 15, 2016 by Goutham Balaraman

Announcement of the "QuantLib Python Cookbook"

   quantlib   python   finance  

Modeling Volatility Smile and Heston Model Calibration Using QuantLib Python

May 19, 2016 by Goutham Balaraman

Provides an introduction to constructing implied volatility surface consistend with the smile observed in the market and calibrating Heston model using QuantLib Python.

   quantlib   python   finance  

Valuing Convertible Bonds Using QuantLib Python

March 16, 2016 by Goutham Balaraman

Provides an introduction to valuation of convertible bonds using QuantLib Python with a minimal example.

   quantlib   python   finance