Skip to main content
8 votes
Accepted

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, treasurydirect.gov provides a rest API: https://www.treasurydirect.gov/legal-information/developers/web-api-security/ For corporates and everything else, you need either Bloomberg ...
Dimitri Vulis's user avatar
1 vote
Accepted

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

Only top scored, non community-wiki answers of a minimum length are eligible