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, a new interface to interact with QuantLib Python

   quantlib   python   finance   qtk  

---

Running QuantLib python notebooks on Docker

   python   finance   programming   quantlib  

---

A tutorial on valuing caps and floors using QuantLib Python.

   quantlib   python   finance  

---

Announcement of the "QuantLib Python Cookbook"

   quantlib   python   finance  

---

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  

---

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

   quantlib   python   finance  

---

Gives an introductory understanding of why different business units care about interest rate risk and how they can address it.

   hedging   finance   risk management  

---

Gives an introduction to the proposals and changes introduced due to the Fundamental Review of the Trading Book (FRTB)

   regulation   finance  

---

Describes how to value options on commodity futures contract using the Black formula in QuantLib Python

   quantlib   python   finance  

---