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I consider QuantLib to be a fundamental pricing library, which can effectively handle valuations for pretty much any given type of security...

Third-party analytics software usually requires specific set of market data for performing its calculations. In this post, I am publishing o...

For cross-currency basis spread curves, there are usually no quotes available below 1Y time point (for 3M and 6M) and there might be a need ...

This post is presenting one possible implementation for Python builder class for constructing QuantLib piecewise yield term structure. The p...

As we all are aware, all collateralized derivative contracts must be valued by using dual-curve discounting, by using separate curves for ca...

There are always some game-changing moments in life. Earlier this year, I finally discovered the greatness of  PowerShell . Love at first s...

Last year I published one possible implementation using Quantlib library for constructing piecewise yield curves. Within this second impl...