Implementing QuantLib

Implementing QuantLib

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Inflation bonds
Welcome, dear reader. Here is the latest addition to "A QuantLibGuide": a notebook on inflation bonds.
 • Luigi Ballabio
Bonds and CDS curves
Hello again.  Here is a short notebook in which default-probability curves are used for pricing bonds.
 • Luigi Ballabio
"Implementing QuantLib" as a paperback: five years later
Recently I realized that it’s already five years since I published my Implementing QuantLib book as a paperback on Amazon, effectively freezing it. Is…
 • Luigi Ballabio
Default-probability curves
Hello, dear reader.  Here is the latest addition to A QuantLib Guide: a notebook on bootstrapping and using default-probability curves.
 • Luigi Ballabio
Cash-flow analysis
Welcome back. This time, I have a proper look at a bit of infrastructure that I’ve used in multiple notebooks before. How do we extract specific…
 • Luigi Ballabio
More improvements to "A QuantLib Guide"
Welcome back. This post follows in the footsteps of a similar one from a few months back. I’m hoping to establish a habit with this: periodic posts…
 • Luigi Ballabio
Different approaches to numerical Theta
Hello, dear reader. In a previous post on calculating numerical Greeks, I mentioned Theta rather quickly. This time, we dive in and look at the…
 • Luigi Ballabio
Implementing QuantLib
Implementing QuantLib
Tips, tricks and thoughts about QuantLib from Luigi Ballabio, its co-founder and current maintainer.
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Implementing QuantLib
my original web site
QuantLib
the project's web site
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Implementing QuantLib

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