Notebook Gallery

Market Data

Discount Curves

Multi-Curve Bootstrapping

Models

Lucia-Schwartz Model

Ornstein-Uhlenbeck Model

Wind Power Forecast Model

Powerprice and Wind Modeling

Multiregion Windpower Model

Pricing

Financial Instruments

Repurchase Agreements

Deposits and FRAs

Interest Rate Swap

Tools

Day Counter, Roll Conventions and Schedules