Implementing QuantLib

I don’t use A.I. for my posts; I prefer the human touch (and if you suspected I did use it because of em-dashes, I can point you to a snapshot of my blog from 2015 where you can see that I averaged a couple of them per post). But this doesn’t mean I’m opposed to using A.I. for coding.

Here is another addition to A QuantLib Guide: a notebook on various spread calculations.

Just a quick post to belatedly wish you a happy 2026 and to list a number of improvements in A QuantLib Guide.

Here is the latest addition to A QuantLib Guide: a notebook on inflation bonds.

Following the notebook I posted a couple of months ago on default probability curves, here is another short one in which they are used for pricing bonds.

Recently I realized that it’s already five years since I published my Implementing QuantLib book as a paperback on Amazon, effectively freezing it. Is it still up to date?

Here is the latest addition to A QuantLib Guide: a notebook on bootstrapping and using default-probability curves.

This time, I have a proper look at a bit of infrastructure that I’ve used in multiple notebooks before.

This post follows in the footsteps of a similar one from a few months back. I’m hoping to establish a habit with this: periodic posts pointing out recent improvements in A QuantLib Guide.

In a previous post on calculating numerical Greeks, I mentioned Theta rather quickly. This time, we dive in and look at the different ways to get it.