Valuing a Fixed Rate Bond-Derivative Pricing in Python

from Harbourfront Technologies · host Harbourfront Technologies

Debt instruments are an important part of the capital market. In this post, we are going to provide an example of pricing a fixed-rate bond. We are going to price a hypothetical bond as at October 31, 2018. We first build a zero coupon curve, then use it to price a hypothetical fixed rate bond. http://tech.harbourfronts.com/derivatives/valuing-fixed-rate-bond-derivative-pricing-python/

Episode metadata supplied by the publisher feed · Published Apr 8, 2019

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