Fixed Income Quantlib Desktop

The fixed income desktop is a set of Python scripts that use Quantlib that provide a fairly comprehensive set of fixed income calculations. The desktop can be accessed in the browser by clicking the following button. The Quantlib library cannot be run in the browser, so it is required that the scripts be downloaded to a local Python environment.

Encoding

• Quantlib Object Encoding
• JSON Encoding - provides JSON friendly objects that can be serialized by HTTP and streamed using standard web protocols.

Libraries

• Bootstrap
• Fit
• Bond Yield
• Contracts
• Present Value

Sample Code

• Get Continuous Compounded Zero Coupon Rates Aong Curve