Bonds, Finance

Par DV01 versus Zero DV01

September 24, 2019 — 2 Comments

Boost, C++, European Options, Finance, Options, Programming, QuantLib

Creating an Instrument Class in C++

December 14, 2018 — 0 Comments

Finance

Expected Credit Loss under IFRS 9

December 11, 2018 — 0 Comments

Boost, C++, European Options, Options, Programming, QuantLib

Implementing a QuantLib Pricing Engine

December 11, 2018 — 0 Comments

Boost, C++, European Options, Finance, Options, Programming, QuantLib

Writing Your First QuantLib Program in C++

December 7, 2018 — 0 Comments

Finance, Interest Rates, Regulatory Reform, Risk Management

What is IRRBB?

December 3, 2018 — 1 Comment

Finance, Trading

The Trump Reflation Trade

March 22, 2017 — 0 Comments

Bonds, Finance

Bond Valuation III – Short and Forward Rates

May 9, 2015 — 0 Comments

Bonds, Finance

Bond Valuation II – Zero-Coupon Bonds

May 9, 2015 — 1 Comment

Bonds, Finance, Mathematics

Bond Valuation I – Present Value

May 9, 2015 — 0 Comments