March 2015
A generic way to instantiate QLNet derived classes In this article we present how you can: Make a Calendar QLNet class instantiation based on its name. Ex, i want to…
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Python 3D Plot made simple, from text file data. This brief article introduces how you can plot a 3D chart in Python from data that you would store…
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Alglib interpolations in C#/Excel-Dna Some C# code again! Alglib is a cross-platform numerical analysis and data processing library and it proposes a free edition, very useful to perform operations on…
Read more...I had to perform some research on bond curves fitting methods recently, thus looking for a decent library to do some bond pricing (vanilla stuff: fixed coupon bonds …), and calibrate…
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Second part of our journey in the new Swap Curve construction framework. Tenor-Based Pricing Libor Fragmentation In the middle of the crisis we have seen a crucial change…
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Pretty much like in any Popperian scheme of trial and error, the Interest Rate Swap market has come to a new stage of its history. Since the theatric…
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