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Tuesday, January 8, 2019
Python: Market Scenario Files Generator for Third-party Analytics Software
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Third-party analytics software usually requires specific set of market data for performing its calculations. In this post, I am publishing o...
Wednesday, December 26, 2018
QuantLib-Python: Multiprocessing Method Wrapper
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In this post, I published a program for simulating term structure up to 30 years with daily time step, using Hull-White one-factor model. T...
Monday, December 17, 2018
QuantLib-Python: Exposure Simulation
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This Python program is using QuantLib library tools for simulating exposures for one selected Bloomberg vanilla benchmark swap transaction....
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