The QuantLib Notebooks

  1. In this screencast, I describe a problem with using different day count conventions for different curves.

    More screencasts are on my Vimeo channel at The QuantLib Notebooks. The transcripts are available as an ebook: see leanpub.com/quantlibpythoncookbook for details.

    Follow me on twitter.com/lballabio or subscribe at implementingquantlib.com/ for more QuantLib content.

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  2. In this screencast, I describe how to use solvers to find calculation inputs given a target price.

    More screencasts are on my Vimeo channel at The QuantLib Notebooks. The transcripts are available as an ebook: see leanpub.com/quantlibpythoncookbook for details.

    Follow me on twitter.com/lballabio or subscribe at implementingquantlib.com/ for more QuantLib content.

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  3. In this screencast, I explain a strange result from an interpolated forward curve.

    More screencasts are on my Vimeo channel at The QuantLib Notebooks. The transcripts are available as an ebook: see leanpub.com/quantlibpythoncookbook for details.

    Follow me on twitter.com/lballabio or subscribe at implementingquantlib.com/ for more QuantLib content.

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  4. In this screencast, I show a caveat to keep in mind when performing bond calculations.

    More screencasts are on my Vimeo channel at The QuantLib Notebooks. The transcripts are available as an ebook: see leanpub.com/quantlibpythoncookbook for details.

    Follow me on twitter.com/lballabio or subscribe at implementingquantlib.com/ for more QuantLib content.

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  5. In this screencast, I show how conventions make a difference in trying to reprice a textbook bond example.

    More screencasts are on my Vimeo channel at The QuantLib Notebooks. The transcripts are available as an ebook: see leanpub.com/quantlibpythoncookbook for details.

    Follow me on twitter.com/lballabio or subscribe at implementingquantlib.com/ for more QuantLib content.

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The QuantLib Notebooks

Luigi Ballabio

A series of screencasts using IPython notebooks to demonstrate features of the QuantLib library.

The transcripts are available as an ebook: see https://leanpub.com/quantlibpythoncookbook for details.

Follow me on http://twitter.com/lballabio or…


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A series of screencasts using IPython notebooks to demonstrate features of the QuantLib library.

The transcripts are available as an ebook: see https://leanpub.com/quantlibpythoncookbook for details.

Follow me on http://twitter.com/lballabio or subscribe at http://implementingquantlib.com/ for more QuantLib content.

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