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TourEiffel
  • Member for 4 years, 9 months
  • Last seen more than a week ago
4 votes
1 answer
480 views

Yield curve bootstrapping not producing expected cash flow start date

2 votes
1 answer
558 views

Using Yield Term Structure for Bond Pricing in QuantLib: Is a Zero-Coupon Curve Necessary?

2 votes
0 answers
161 views

Quantlib match clean price with bbg clean price : Huge gap between calculated price and bloomberg

2 votes
1 answer
415 views

Incorporating the I-Spread and Parallel Shift for Accurate Bond Pricing

1 vote
1 answer
319 views

YTM calculation of a portfolio

1 vote
1 answer
429 views

Convert UST Yield Curve to Spot Curve (Zero Coupon) using bootstrapping

1 vote
1 answer
638 views

How does Bloomberg bootstrap CASH Instruments?

1 vote
1 answer
1k views

BootStrap with quantlib USD SOFR (vs. FIXED RATE) swap curve

1 vote
1 answer
987 views

Understanding SOFR Fixing Rate Retrieval for Future Dates in QuantLib

0 votes
1 answer
406 views

Constructing a Custom Schedule in QuantLib for Long/Short Coupons

0 votes
1 answer
116 views

How to use exp(-r*t) to calculate tbill price

0 votes
1 answer
525 views

Discrepancy between Bootstraped Zero Rates: Gaps between Bloomberg and My Calculated Zero Rates

0 votes
1 answer
956 views

Calculate Bond Price knowing Z-Spread

0 votes
1 answer
219 views

Issue with QuantLib's BondFunctions.zSpread using RelinkableYieldTermStructureHandle in Python