Remember me

Register  |   Lost password?


Introduction to QuantLib Development - Intensive 3-day Training Course - September 10-12th, 2018 - Download Registration Form Here

 

Implementing QuantLib Logo


QuantLib notebook: discount margin calculation

Wed, 07 Nov 2018 00:45:51 GMT

Greetings.

This week, my next-to-last screencast of a notebook from the QuantLib Python Cookbook. It shows a technique which is used here to find the discount margin for a bond, but which can be made to work for any unknown value implied by a quoted price.