Jan Polách

Results 2 issues of Jan Polách

I'm trying to price a fixed-rate coupon bond using the bond's yield. The code I'm using is the following: ```` using QuantLib, Dates # Params settlement_date = Date(2015, 1, 5)...

I'm trying to use diffeqpy to simulate some trajectories of the geometric Brownian motion but I'm having some issues accessing the elements of the solution. My code is the following:...