Exploring the future of financial data architecture: AI-native financial data foundation, large-scale financial data processing, and enterprise data quality & governance.
Tag: Swaps
A swaption is an option on an interest rate swap. As previously discussed, an interest rate swap involves two parties: the fixed-rate payer (who receives the floating rate) and the fixed-rate receiver (who pays the floating rate). A swaption grants the holder the right, but not the obligation, to enter into a swap contract as … Continue reading Swaption Valuation
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. A currency swap is a financial agreement where two … Continue reading Currency Swap Pricing and Valuation
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. An Interest Rate Swap (IRS) is a financial derivative … Continue reading Interest Rate Swap Pricing and Valuation
Data Ninjago (Financial Data Architecture) 
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