Adding a New Cash Flow to QuantLib, Part II

The quest continues to implement a coupon whose rate must be interpolated between the fixings of two quoted indexes.

Authors

Publication Details

Journal
Wilmott
Published
2024-09-01
DOI
https://doi.org/10.54946/wilm.12068
Primary Topic
Accounting Theory and Financial Reporting
Type
article
Field-Weighted Citation Impact
0.00
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article

Adding a New Cash Flow to QuantLib, Part II

L. Ballabio
Wilmott
Accounting Theory and Financial Reporting
article

Adding a New Cash Flow to QuantLib, Part II

L. Ballabio
article en

Abstract

The quest continues to implement a coupon whose rate must be interpolated between the fixings of two quoted indexes.

WilmottVol. 2024(133)
Openalex Percentile: Top 74%
Accounting Theory and Financial Reporting
DOISourceOpenAlex
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Adding a New Cash Flow to QuantLib, Part II — L. Ballabio · Wilmott (2024) | TGRS Research Map | TGRS