Understanding Quantlib Notebooks Building Irregular Bonds

Exploring Quantlib Notebooks Building Irregular Bonds reveals several interesting facts. In this screencast, I show how to

Key Takeaways about Quantlib Notebooks Building Irregular Bonds

  • 0:00 General Introduction about AADC 0:45 General description of the benchmark 3:30 File structure description of the benchmark ...
  • In this screencast, I describe a problem with using different day count conventions for different curves. More screencasts are ...
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Detailed Analysis of Quantlib Notebooks Building Irregular Bonds

Modeling a bond portfolio in modelx using QuantLib (no sound) In this screencast, I show how conventions make a difference in trying to reprice a textbook R :

In this screencast, I show how to price an instrument over a set of evaluation dates. More screencasts are available on my channel ...

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