InPython in Plain EnglishbyChris Chang·Oct 24, 2025Understanding the Exercise Class in QuantLib Python: From Concept to PracticeHow option exercise styles — European, American, and Bermudan — are modeled in QuantLib, with a practical VanillaOption pricing example.
InPython in Plain EnglishbyChris Chang·Oct 16, 2025Inside QuantLib: Understanding the Payoff Class in QuantLib PythonA Practical Guide to Payoff Classes and Monte Carlo Simulation in QuantLib.
Chris Chang·Oct 8, 2025Inside QuantLib: Instrument Class Explained — and How to Build Your Own FX Forward in PythonUnderstanding the foundation of pricing in QuantLib and creating a hands-on example step by step.
InTowards DevbyRohit Salunke·Sep 7, 2025Understanding QuantLib Architecture: A Visual Guide to European Option PricingUnderstanding the architecture and the dynamics of function calls when pricing a European Option
InTop Python LibrariesbyChris Chang·Aug 31, 2025Inside QuantLib: Building Cross-Currency Basis Swap Curve with QuantLib PythonA Practitioner’s Guide to Constructing the USD/JPY XCCY Basis Curve in QuantLib
InTop Python LibrariesbyChris Chang·Aug 25, 2025Inside QuantLib: Building FX Implied Curve Referencing USD SOFR Using QuantLib Python (Part II)A Practical Guide to Constructing Long-Term TWD FX Implied Curves with Cross Currency Swaps in QuantLib PythonA response icon1A response icon1
InTop Python LibrariesbyChris Chang·Aug 17, 2025Inside QuantLib: Building FX Implied Curve Referencing USD SOFR Using QuantLib Python (Part I)How to Construct a implied TWD Discount Curve from USD SOFR and FX Swaps Using QuantLib Python
InTop Python LibrariesbyChris Chang·Jul 27, 2025Inside QuantLib: Interest Rate Simulation with the Hull-White One-Factor ModelA Practical Guide Using QuantLib, USD SOFR Data, and Discount Curve Derivation
InTop Python LibrariesbyChris Chang·Jul 19, 2025Inside QuantLib: Calibrating and Applying the Hull-White One-Factor Model with QuantLib PythonFrom Calibration to Bermudan Swaption Pricing: Applying the Hull-White One-Factor Model in QuantLib Python
InTop Python LibrariesbyChris Chang·Jul 6, 2025Measuring Financial Risk: Calculating VaR and ES for Interest Rate Swaps with QuantLib PythonA Comprehensive Guide to Historical Simulation for Risk Measurement
