QuantLib Python Cookbook
This book is 67% complete
Last updated on 2017-01-04
About the Book
The posts and screencasts use IPython notebooks to demonstrate the QuantLib library. Together, they provide a sort of cookbook that showcases features of the library by means of working examples and provides guidance to its use.
Among other content, the book will also include notebooks that reproduce the results from the often-cited Ametrano and Bianchetti paper, Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask.
If you're interested in the architecture of QuantLib and want to know how to extend it, you might want to look at Implementing QuantLib, too.
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