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You are here		www.implementingquantlib.com Assessing duration risk in QuantLib - Implementing QuantLib
\|	\|	gouthamanbalaraman.com Modeling Vanilla Interest Rate Swaps Using QuantLib Python - G B	22.3 parsecs away Travel
\|	\|	Provides a basic introduction to valuing interest rate swaps using QuantLib Python.	22.3 parsecs away Travel
\|	\|	gouthamanbalaraman.com Modeling Fixed Rate Bonds in QuantLib Python - G B	17.7 parsecs away Travel
\|	\|	This post will walk through an example of modeling fixed rate bonds using QuantLib Python.	17.7 parsecs away Travel
\|	\|	gouthamanbalaraman.com Valuing Bonds with Credit Spreads in QuantLib Python - G B	16.5 parsecs away Travel
\|	\|	Provides an example of valuing bonds with credit spreads using QuantLib Python. This post walks through an example of shifting the yield term structure.	16.5 parsecs away Travel
\|	\|	austinrochford.com Bayesian Splines with Heteroskedastic Noise in Python with PyMC3 \| Austin Rochford	140.2 parsecs away Travel
\|		Splines are a powerful tool when modeling nonlinear relationships. This post shows how to include splines in a Bayesian model in Python using pymc3. In addition, we will show how to use a second splin	140.2 parsecs away Travel