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8 votes

Recommended Setup for QuantLib-Python AmortizingFloatingRateBond

A few things before creating the bond: 1) You can delegate to the library the calculation of the dates. Your code is equivalent to: ...
Luigi Ballabio's user avatar
1 vote

Get bonds data in python

For US treasuries, provides a rest API: For corporates and everything else, you need either Bloomberg ...
Dimitri Vulis's user avatar
1 vote

Get upfront bps from a CDS with QuantLib

I have found the issues. There were 3 of them: The CDS instrument declaration was receiving the spread quote instead of the spread of the coupons. It should receive 100bps (contract convention) ...
Gustavo Amarante's user avatar

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