.. _cookbook-doc:

Cookbook
===========

This is a collection of more detailed examples and explanations that don't necessarily fall
into any one category.

**Interest Rate Curve Building**

.. toctree::
    :titlesonly:

    z_ptirds_curve.rst
    z_swpm.rst
    z_dependencychain.rst
    z_turns.rst
    z_quantlib.rst
    z_curve_from_zero_rates.ipynb
    z_multicurveframework.rst
    z_bus252_convention.rst
    z_basecurve.ipynb

**Credit Curve Building**

.. toctree::
    :titlesonly:

    z_cdsw.rst

**FX Volatility Surface Building**

.. toctree::
    :titlesonly:

    z_fxvol_surface_construction.ipynb
    z_fxvol_temporal.ipynb
    z_eurusd_surface.ipynb

**Instrument Pricing**

.. toctree::
    :titlesonly:

    z_bond_conventions.rst
    z_index_bonds_and_fixings.ipynb
    z_inflation_indexes.ipynb
    z_stubs.rst
    z_fixings.rst
    z_historical_swap.ipynb
    z_amortization.rst
    z_reverse_xcs.rst

**Risk Sensitivity Analysis**

.. toctree::
    :titlesonly:

    z_convexityrisk.rst
    z_bondbasis.rst
    z_bondctd.rst
    z_exogenous.rst
    z_exogenous_beta.ipynb
    z_fixings_exposures.rst
    z_multicsa.rst