In this post we do a deep dive on calibration of Heston model using QuantLib Python and Scipy's Optimize package.
Provides an example of valuing bonds with credit spreads using QuantLib Python. This post walks through an example of shifting the yield term structure.
Announcing qtk, a new interface to interact with QuantLib Python
Running QuantLib python notebooks on Docker
A tutorial on valuing caps and floors using QuantLib Python.
Announcement of the "QuantLib Python Cookbook"
Provides an introduction to constructing implied volatility surface consistend with the smile observed in the market and calibrating Heston model using QuantLib Python.
Provides an introduction to valuation of convertible bonds using QuantLib Python with a minimal example.
Gives an introductory understanding of why different business units care about interest rate risk and how they can address it.
Gives an introduction to the proposals and changes introduced due to the Fundamental Review of the Trading Book (FRTB)