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<a href="http://gouthamanbalaraman.com/blog/bonds-with-spreads-quantlib-python.html" rel="bookmark" title="Permalink to Valuing Bonds with Credit Spreads in QuantLib Python">Valuing Bonds with Credit Spreads in QuantLib Python</a>
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July 26, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Provides an example of valuing bonds with credit spreads using QuantLib Python. This post walks through an example of shifting the yield term structure.
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<a href="http://gouthamanbalaraman.com/blog/announcing-qtk-quantlib-python.html" rel="bookmark" title="Permalink to Announcing qtk for QuantLib Python">Announcing qtk for QuantLib Python</a>
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July 20, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Announcing qtk, a new interface to interact with QuantLib Python
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<a href="http://gouthamanbalaraman.com/blog/quantlib-python-notebook-docker.html" rel="bookmark" title="Permalink to QuantLib Python Notebooks On Docker">QuantLib Python Notebooks On Docker</a>
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July 02, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Running QuantLib python notebooks on Docker
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<h3>
<a href="http://gouthamanbalaraman.com/blog/interest-rate-cap-floor-valuation-quantlib-python.html" rel="bookmark" title="Permalink to Valuing Interest Rate Caps and Floors Using QuantLib Python">Valuing Interest Rate Caps and Floors Using QuantLib Python</a>
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June 23, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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<p>
A tutorial on valuing caps and floors using QuantLib Python.
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/quantlib.html">quantlib</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/quantlib-python-cookbook-announcement.html" rel="bookmark" title="Permalink to QuantLib Python Cookbook Announcement">QuantLib Python Cookbook Announcement</a>
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June 15, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Announcement of the "QuantLib Python Cookbook"
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<a href="http://gouthamanbalaraman.com/blog/volatility-smile-heston-model-calibration-quantlib-python.html" rel="bookmark" title="Permalink to Modeling Volatility Smile and Heston Model Calibration Using QuantLib Python">Modeling Volatility Smile and Heston Model Calibration Using QuantLib Python</a>
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May 19, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Provides an introduction to constructing implied volatility surface consistend with the smile observed in the market and calibrating Heston model using QuantLib Python.
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/python.html">python</a></span>
<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/finance.html">finance</a></span>
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<h3>
<a href="http://gouthamanbalaraman.com/blog/value-convertible-bond-quantlib-python.html" rel="bookmark" title="Permalink to Valuing Convertible Bonds Using QuantLib Python">Valuing Convertible Bonds Using QuantLib Python</a>
</h3>
March 16, 2016
by
<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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<p>
Provides an introduction to valuation of convertible bonds using QuantLib Python with a minimal example.
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<span class="label label-default"><a href="http://gouthamanbalaraman.com/tag/quantlib.html">quantlib</a></span>
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<a href="http://gouthamanbalaraman.com/blog/understanding-interest-rate-risk.html" rel="bookmark" title="Permalink to Understanding Interest Rate Risk">Understanding Interest Rate Risk</a>
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March 09, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Gives an introductory understanding of why different business units care about interest rate risk and how they can address it.
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<a href="http://gouthamanbalaraman.com/blog/introduction-fundamental-review-of-the-trading-book-frtb.html" rel="bookmark" title="Permalink to An Introduction to the Fundamental Review of the Trading Book (FRTB)">An Introduction to the Fundamental Review of the Trading Book (FRTB)</a>
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February 19, 2016
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<a class="url fn" href="http://gouthamanbalaraman.com/author/goutham-balaraman.html">Goutham Balaraman</a>
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Gives an introduction to the proposals and changes introduced due to the Fundamental Review of the Trading Book (FRTB)
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<a href="http://gouthamanbalaraman.com/blog/value-options-commodity-futures-black-formula-quantlib-python.html" rel="bookmark" title="Permalink to Valuing Options on Commodity Futures Using QuantLib Python">Valuing Options on Commodity Futures Using QuantLib Python</a>
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December 17, 2015
by
<a class="url fn" href="http://gouthamanbalaraman.com/author/gouthaman-balaraman.html">Gouthaman Balaraman</a>
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Describes how to value options on commodity futures contract using the Black formula in QuantLib Python
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