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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...

This time, I wanted to apply my JSON handler class for constructing QuantLib vanilla interest rate swap transaction instances from JSON fi...

Previous story continues. This post will present one possible implementation for JSON serialization/deserialization. Class JsonHandler (te...

As the experience tells us, wrong decisions in program design and life will usually bite back hard. In order to avoid the most obvious traps...

In my previous post , I presented how to use Python SciPy Optimization package for solving zero-coupon rate term structure from a given set...

This post is presenting how to use Python SciPy Optimization package for solving out zero-coupon rate term structure from a given set of ze...

One reader was interested to know, how to simulate correlated asset paths by using just Python libraries, without using QuantLib. This blog ...

Interoperability is just amazing concept. Sometimes, instead re-inventing the wheel again for a new language, it might be easier to recycle ...

If the need sometimes arises, existing C++ libraries can be interfaced relatively easy to be used in Python by using SWIG wrapper. SWIG sta...