Category "quantitative-finance"

QuantLib FixedRateBond versus Excel Yield()

I'm currently trying to calculate the Yield of Treasury Bonds in Python using the QuantLib library. As a reference I used the Excel Yield function, but I'm gett

backtrader: custom columns as indicator

import backtrader.feeds as btfeeds class PandasDataSource(bt.feeds.PandasData): lines = ('Strategy_GoldenCross_Signal',) params=( ('Strate

Python Finance: get_data_yahoo Not Retrieving Data

I ran this code about a year ago and it was working fine. Now it has stopped working, and I think it has to do with the get_data_yahoo function. Here is part

Finding a specific element in a matrix with set parameters

I created a code for financial options and there is one last thing missing to finish it. I want my code to find the implied volatility for a specific option. My