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The essence of Strategy  design pattern is to enable algorithm selection to happen at run-time. Assume we would have the following two simpl...

This post is presenting a way to implement flexible logging mechanism for Python program. However, just for the sake of being curious, I hav...

Ideally, program should be closed for modifications, but open for extensions and hard-coded stuff should be avoided like plague. This is the...

This post is presenting a scheme for simulating exposures for European call option on a non-dividend-paying stock by using Multiprocessing.P...

In the spirit of the previous post , I was woodshedding an implementation for valuing Autocallable Memory Coupon note by using libraries ava...

Out of curiosity, I wanted to create an implementation for interest rate Target Accrual Redemption Note (TARN) by using QuantLib-Python libr...

In this post, we will construct QuantLib ForwardCurve instance and investigate the resulting term structure of discount factors. Python prog...

One reader was making a remark, that my implementation for curve calibration scheme as presented in here , was not implemented by using Quan...

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