cadCAD Bond Simulations
Free
This course teaches the new cadCAD library in an application to simulating bond portfolio outcomes. In this tutorial, we will work through some basics, followed by three different aspects of bonds (their payment process, their default, and re-investment of the coupon payments) which will lead into the last lesson which shows how we can build out a full simulation where all three aspects are simultaneously tested.
Prerequisites: Basic Finance
Python Difficulty: Intermediate
Python Libraries Used: cadCAD, numpy, pandas
Course Features
- Lectures 11
- Quizzes 0
- Students 37
- Assessments Yes
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Basics Part 1
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Basics Part 2
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Credit Migration
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Vasicek Model
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Payments
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Complete System