Interesting performance comparisons between pandas and numpy
Some notes on profiling python code in the Jupyter notebook environment
Provides an example of the concept of introspection in QTK
In this post we look at valuing callable bonds using QuantLib Python
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"