Introduction to QuantLib. Part 8d: InterestRate, YieldCurve and StochasticProcess Class
18:03
YouTubeeefelix
Introduction to QuantLib. Part 8d: InterestRate, YieldCurve and StochasticProcess Class
In this tutorial, I will cover some of the major classes in QuantLib. Most of the materials that I’ve prepared in this tutorial are extracted from Dimitri’s slides http://quantlib.org/slides/dima-ql-intro-1.pdf http://quantlib.org/slides/dima-ql-intro-2.pdf http://quantlib.org/slides/dima-code.zip The powerpoint in the video: https://drive ...
1.5K viewsFeb 14, 2021
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