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[domokane]

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[paolobaroni]

is there a way to build yiled curves like a mixture of dep / FRA /Swap for example or OIS?
Thanks very interesting project!

[domokane]

Thanks. Yes. Check example notebooks.

https://github.com/domokane/FinancePy/blob/master/notebooks/products/rates/FINIBORDUALCURVE_BuildingUSDDualCurveSwapValuationQLExampleDeriscope.ipynb

[paolobaroni]

This is huge mate, congratulation! I normally use quantlib for pricing but in the next few days I will try FinancePy lib! P Il giorno lun 9 gen 2023 alle ore 17:10 domokane ***@***.***> ha scritto:

…

Thanks. Yes. Check example notebooks. https://github.com/domokane/FinancePy/blob/master/notebooks/products/rates/FINIBORDUALCURVE_BuildingUSDDualCurveSwapValuationQLExampleDeriscope.ipynb — Reply to this email directly, view it on GitHub <#104 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AFMBQ5CBVIJ2TJ677UXHEL3WRQZ7PANCNFSM5COZ62QQ> . You are receiving this because you commented.Message ID: ***@***.***>

[domokane]

<!-- /* Font Definitions */ @font-face {font-family:"Cambria Math"; panose-1:2 4 5 3 5 4 6 3 2 4;} @font-face {font-family:Calibri; panose-1:2 15 5 2 2 2 4 3 2 4;} /* Style Definitions */ p.MsoNormal, li.MsoNormal, div.MsoNormal {margin:0cm; font-size:11.0pt; font-family:"Calibri",sans-serif;} a:link, span.MsoHyperlink {mso-style-priority:99; color:blue; text-decoration:underline;} .MsoChpDefault {mso-style-type:export-only;} @page WordSection1 {size:612.0pt 792.0pt; margin:72.0pt 72.0pt 72.0pt 72.0pt;} div.WordSection1 {page:WordSection1;} -->Very happy to get your feedback. My primary aim is not to compete with quantlib but to provide model transparency for teaching purposes. CheersD From: paolobaroniSent: 09 January 2023 19:17To: domokane/FinancePyCc: domokane; AuthorSubject: Re: [domokane/FinancePy] Welcome to FinancePy Discussions! (Discussion #104) This is huge mate, congratulation!I normally use quantlib for pricing but in the next few days I will tryFinancePy lib!PIl giorno lun 9 gen 2023 alle ore 17:10 domokane ***@***.***>ha scritto:> Thanks. Yes. Check example notebooks.>>> https://github.com/domokane/FinancePy/blob/master/notebooks/products/rates/FINIBORDUALCURVE_BuildingUSDDualCurveSwapValuationQLExampleDeriscope.ipynb>> —> Reply to this email directly, view it on GitHub> <#104 (comment)>,> or unsubscribe> <https://github.com/notifications/unsubscribe-auth/AFMBQ5CBVIJ2TJ677UXHEL3WRQZ7PANCNFSM5COZ62QQ>> .> You are receiving this because you commented.Message ID:> ***@***.***>>—Reply to this email directly, view it on GitHub, or unsubscribe.You are receiving this because you authored the thread.Message ID: ***@***.***>