Thursday, March 17, 2016

QuantLib notebook: interest-rate sensitivities

Welcome back.

Long time no see, I know. When I said in the latest post that blogging would resume after the holidays, I didn't mean this much after. Well, a number of things happened; the main one being that I'm co-authoring a new book with Goutham Balaraman. He's been publishing a number of IPython notebooks on his blog, as I did with my screencasts, so we decided to pool our material and publish it as (wait for it) the QuantLib Python Cookbook. The link will take you to a page on Leanpub where you can register and be notified when a first version of the book is published—soon, I hope.

Speaking on my screencasts: here is another. Set it to full screen, sit back and enjoy.


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