QuantLib Python Cookbook

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QuantLib Python Cookbook10 chapters

Begin
  1. A note on Python and C++

  2. Code conventions used in this book

  3. 1. QuantLib basics

  4. 2. Instruments and pricing engines

  5. 3. EONIA curve bootstrapping

  6. 4. Constructing a yield curve

  7. 5. Dangerous day-count conventions

  8. 6. Valuing European and American options

  9. 7. Duration of floating-rate bonds

  10. Translating QuantLib Python examples to C++