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user35980
  • Member for 5 years, 5 months
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7 votes
Accepted

Interpolation of FX Vol Surface from non-uniform strike vs tenor grid

6 votes

Delta of Black formula vs numerical

4 votes
Accepted

Extending/Subclassing QuantLib Classes in Python?

4 votes

Selling Strangle or Selling Straddle

4 votes
Accepted

Pricing FX options on pegged currencies

4 votes

FX swap implied yield from bloomberg

3 votes

What drives a downward move in the Xccy Basis curve?

3 votes

Pricing and hedging caps and floors on illiquid emerging markets

3 votes
Accepted

Is there a ZABR model on Quantlib XL

3 votes

QuantLib: How to implement custom FittingMethod in Python?

3 votes
Accepted

Replicating QuantLib plain vanilla Interest Rate Swap valuation

3 votes
Accepted

Options market making process (step-by-step)

3 votes

Why do one's current holdings matter when selling calls?

2 votes
Accepted

Python Quantlib for the calibration of interest rate caps

2 votes
Accepted

Floor vs Receiver Swaption with Equal Strike

2 votes

1y10y vs. 10y1y Swaption

2 votes

Quantlib - bond with capped coupons

2 votes
Accepted

Calculating the volatility of an interest rate swap

2 votes
Accepted

Optimal Fitting Criteria of SABR

2 votes
Accepted

MtM of interest rate swap if forward rates are realised

2 votes
Accepted

QuantLib: null term structure set to this instance of index

2 votes

What book(s) would you recommend for structuring and pricing Exotic Products?

2 votes

Swaptions Gamma Interview Questions

2 votes

Gamma and Theta of a swaption

2 votes

Gamma of interest rate derivatives

2 votes
Accepted

Normal VaR for short bond

1 vote

QuantLib in Python - RuntimeError: could not bootstrap optionlet:

1 vote
Accepted

Options when there's no VolSurf - Emerging/Frontier Markets

1 vote

What is the correct convexity adjustment for an Interest Rate Swap with unnatural reset lag?

1 vote
Accepted

In quantlib (python), seems the python counterpart of USDLiborON is missing