Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Bonds
The concept of "capped and floored floating-rate bonds" is covered in Section 9, Module 3 of the CFA Fixed Income curriculum. Compared to fixed-rate bonds, floating-rate bonds have distinct features that make their valuation and pricing more complex. In this blog post, I will begin by discussing the key features of floating-rate bonds and then … Continue reading Pricing Capped and Floored Floating-Rate Bonds with QuantLib
The valuation and analysis of bonds with embedded options is the most focused topic discussed in the CFA Level 2 Fixed Income curriculum. These types of bonds, such as callable and puttable bonds, introduce an additional layer of complexity due to the optionality features embedded within the instrument. In this blog post, I will discuss … Continue reading Pricing Callable and Putable Bonds with QuantLib
In this blog series, I will aim to code the formulas and model algorithms covered in the CFA Level 2 program using Python and DolphinDB. Each topic will begin with a brief explanation of the formulas or algorithms, followed by their implementations in Python and DolphinDB. Bond futures are financial contracts that obligate the buyer … Continue reading Bond Futures Pricing
Data Ninjago (Financial Data Architecture) 
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