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Fixed Income Tidbits

a fixed income quant blog

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CL1! chart by TradingView

USDBRO diagram från TradingView

USDWTI diagram från TradingView

NG1! chart by TradingView

Recent Posts

Quantlab and Python
Quantlab youtube channel
Multi-tenor swap surface and dual curve pricing in the swap market
Great example with Hyman filter in spline interpolation

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