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Implementing QuantLib

Luigi Ballabio, Implementing QuantLib, Chapter 3, part 5 of n: other term structures, here.

Back to chapter 3 of my book after the detour of last post (the series on chapter 3 started here). This post covers two sections: default-probability term structures and inflation ter structures. They are both short enough that splitting them into two post would have felt like stretching the content a bit too much.

The book, here.

Currently available chapters:

(June 11th, 2013; 96 kB)
(September 13th, 2011; 116 kB)
(September 8th, 2013; 200 kB)
(January 7th, 2013; 248 kB)
(March 14th, 2012; 268 kB)
(June 14th, 2012; 296 kB)
(June 14th, 2012; 304 kB)
(March 14th, 2012; 228 kB)
(September 13th, 2011; 120 kB)
(June 11th, 2013; 88 kB)

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