Tag: object oriented programming

Computation / Derivatives / Financial / Fixed Income / VBA

object oriented VBA swaption pricing – part 2

As 2016 started, we wish you and your family a great year ahead. Happy New Year! This post is a continuation of our discussion on swap and VBA swaption pricing, and a conclusion…

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Computation / Derivatives / Financial / Fixed Income / VBA

object oriented VBA Swap pricing – Part 1

VBA and Quant finance This article is actually a first part of an introductory course to VBA coding, given at Solvay School of Economics in Feb. 2014. The Excel…

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Computation / Derivatives / Financial / Python

Option greeks: formula proofs and python implementation – Part 3

Option pricing python inheritance

This article suggests another architectural approach to the one elaborated in part 2 of this series of articles dedicated to option pricing via Python. In the latter indeed, we…

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