Dominic O'Kane

Yes. If you can do a vol swap first maybe. I have already implemented the variance swap which can be replicated using dynamic hedging plus a log contract replication using...

Please email me any examples and I will try to make a notebook as a test. quant@financepy,com

The tests cases may need it.

There is an issue with the starting parameters for the calibration. I will look at this as soon as I get time. It may be a while. Unless you would...

This needs further work. I will look at it as soon as I can.

Yes. You're welcome to to do it. Let me know how it goes. Best D

Exactly. If you wish to have a go, be my guest. Ultimate idea would be to have a portfolio object that you can use to analyse multi-bonds for hedging and...

I am disappointed at your tone. It would have been "obvious" to expect that a book published in 2020 would not use a library that was out of date for...

Any idea when you might upgrade to Tensorflow 2 ? I'd like to recommend this book to students but not if the code is incompatible with the libraries already on...

Hi Sagayev I have fixed it and pushed a new version of financepy to PYPI. Here is an example notebook. https://github.com/domokane/FinancePy/blob/master/notebooks/products/bonds/FINBOND_ExampleUSTreasury_CUSIP_91282CFX4.ipynb Cheers D