QuantLib 8

• CDS in QuantLib: calibrate survival and reconcile the credit legs Nov 5, 2022
• Cross-currency swaps: a cash-flow ledger before the pricing engine Nov 2, 2022
• Interest rate swaps in QuantLib: cash flows, fair coupons and hedging Oct 30, 2022
• Swap curves in QuantLib: separate projection from discounting Oct 29, 2022
• Duration, convexity and quote risk: what a bond hedge actually removes Oct 25, 2022
• Bond valuation in QuantLib: coupons, settlement and accrued interest Oct 25, 2022
• Yield curves in QuantLib: from par quotes to cash-flow discounting Oct 20, 2022
• Black–Scholes–Merton in QuantLib: price, parity and the local hedge Oct 15, 2022