Quantitative Finance
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Pythonista anonymous

Apparently, this user prefers to keep an air of mystery about them.

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  • Member for 1 year, 10 months
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5 How can a deep discount bond with a longer time to maturity have a LOWER duration than an otherwise identical bond with a shorter time to maturity? Feb 9
1 How to write a javascript formula for the time to clear debt on a credit card calculator? Feb 17
1 How to model fixed-rate loans or mortgages with act/365 but constant payment Feb 11
1 Proof that IRR(A) < IRR(A+B) < IRR(B) ? Ie that the IRR of two cashflows together must be within the range of the IRR of the two cashflows? Apr 28 '19
0 Converting pandas datetime to QuantLib dates: why do the inputs need to be converted to int only some times? It seems random Feb 6
0 QuantLib Python: how to calculate the npv of irregular cashflows? Feb 6
0 QuantLib Python: why is the NPV different? NPV(0.1,[0,110]) should be 100, not 99.53 Feb 6
0 QuantLib Python: how to calculate duration and convexity for irregular cashflows? Can I use SimpleCashFlow or must I define a custom bond? Feb 7
0 Macaulay or modified duration in Python Feb 7
0 Modified or Macauley Duration in python Feb 7
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