Articles with the python tag

Modeling Vanilla Interest Rate Swaps Using QuantLib Python

October 20, 2015 by Gouthaman Balaraman

Provides a basic introduction to valuing interest rate swaps using QuantLib Python.

   quantlib   python   finance  

Valuing European Option Using the Heston Model in QuantLib Python

September 08, 2015 by Gouthaman Balaraman

Introduces an example on how to value European options using Heston model in Quantlib Python

   quantlib   python   finance  

Adding Caching to Python Flask-Blogging Engine

July 25, 2015 by Goutham Balaraman

This post will discuss caching support to Flask-Blogging

   python   flask   programming  

Flask-Blogging: A Python Flask Blog Engine as an Extension

July 04, 2015 by Goutham Balaraman

This post will give an introduction to Markdown based Flask blog engine extension.

   python   flask   programming  

On the Convergence of Hull White Monte Carlo Simulations

May 22, 2015 by Gouthaman Balaraman

Discusses the convergence of the Monte-Carlo simulations of the Hull-White model

   quantlib   python   finance  

Option Model Handbook, Part III: European Option Pricing With QuantLib Python

May 08, 2015 by Gouthaman Balaraman

Demonstrates how to price European options using QuantLib Python. Methods using Black-Scholes-Merton formula and binomial tree will be discussed.

   quantlib   python   finance   option models  

Hull White Term Structure Simulations with QuantLib Python

May 01, 2015 by Gouthaman Balaraman

Discusses simulation of the Hull White interest rate term structure model in QuantLib Python

   quantlib   python   finance  

An Introduction to Interest Rate Term Structure in QuantLib Python

April 08, 2015 by Goutham Balaraman

This post will walk through the basics of bootstrapping yield curve in QuantLib Python.

   python   finance   quantlib  

Modeling Fixed Rate Bonds in QuantLib Python

March 30, 2015 by Goutham Balaraman

This post will walk through an example of modeling fixed rate bonds using QuantLib Python.

   python   finance   quantlib  

Introduction to QuantLib Python

March 24, 2015 by Goutham Balaraman

This post will walk through some of the basics of QuantLib Python library.

   python   finance   quantlib