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quant_review.out
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\BOOKMARK [1][-]{section.1}{Instrument Basics}{}% 1
\BOOKMARK [2][-]{subsection.1.1}{Durations}{section.1}% 2
\BOOKMARK [1][-]{section.2}{Forward Measure}{}% 3
\BOOKMARK [2][-]{subsection.2.1}{Intuitive Definition}{section.2}% 4
\BOOKMARK [2][-]{subsection.2.2}{Link To Risk Neutral Measure}{section.2}% 5
\BOOKMARK [3][-]{subsubsection.2.2.1}{Non-Model Based}{subsection.2.2}% 6
\BOOKMARK [3][-]{subsubsection.2.2.2}{Change of Numeraire}{subsection.2.2}% 7
\BOOKMARK [2][-]{subsection.2.3}{Normal Based T Measure}{section.2}% 8
\BOOKMARK [2][-]{subsection.2.4}{Use T Measure To Price Option}{section.2}% 9
\BOOKMARK [2][-]{subsection.2.5}{Application On Financial Instruments}{section.2}% 10
\BOOKMARK [3][-]{subsubsection.2.5.1}{Caplets}{subsection.2.5}% 11
\BOOKMARK [3][-]{subsubsection.2.5.2}{Swaptions}{subsection.2.5}% 12
\BOOKMARK [1][-]{section.3}{Short Rate Models}{}% 13
\BOOKMARK [2][-]{subsection.3.1}{Overview}{section.3}% 14
\BOOKMARK [2][-]{subsection.3.2}{Ho-Lee Model}{section.3}% 15
\BOOKMARK [2][-]{subsection.3.3}{Vasicek Model}{section.3}% 16
\BOOKMARK [2][-]{subsection.3.4}{Hull-White Model}{section.3}% 17
\BOOKMARK [1][-]{section.4}{HJM and LMM}{}% 18
\BOOKMARK [2][-]{subsection.4.1}{HJM Framework}{section.4}% 19
\BOOKMARK [3][-]{subsubsection.4.1.1}{No Arbitrage Condition}{subsection.4.1}% 20
\BOOKMARK [3][-]{subsubsection.4.1.2}{Some Important Feature}{subsection.4.1}% 21
\BOOKMARK [2][-]{subsection.4.2}{LMM Framework}{section.4}% 22
\BOOKMARK [3][-]{subsubsection.4.2.1}{Forward Payment Replicate}{subsection.4.2}% 23
\BOOKMARK [3][-]{subsubsection.4.2.2}{B\(t, T+\) Measure Pricing Example \(T measure\)}{subsection.4.2}% 24
\BOOKMARK [3][-]{subsubsection.4.2.3}{Price A Claim Using Terminal Bond Measure}{subsection.4.2}% 25
\BOOKMARK [2][-]{subsection.4.3}{Some Important Difference Between LMM and HJM}{section.4}% 26
\BOOKMARK [2][-]{subsection.4.4}{SABR Model and LMM}{section.4}% 27
\BOOKMARK [2][-]{subsection.4.5}{PRDC \(Power Reversal Dual Callable\) Swap}{section.4}% 28
\BOOKMARK [1][-]{section.5}{Numerical Method}{}% 29
\BOOKMARK [2][-]{subsection.5.1}{Tree Method}{section.5}% 30
\BOOKMARK [3][-]{subsubsection.5.1.1}{Binary Tree}{subsection.5.1}% 31
\BOOKMARK [3][-]{subsubsection.5.1.2}{Trinomial Tree}{subsection.5.1}% 32
\BOOKMARK [2][-]{subsection.5.2}{Finite Difference Method}{section.5}% 33
\BOOKMARK [2][-]{subsection.5.3}{Explicity Scheme}{section.5}% 34
\BOOKMARK [2][-]{subsection.5.4}{Implicity Scheme}{section.5}% 35
\BOOKMARK [2][-]{subsection.5.5}{Crank-Nicholson Scheme}{section.5}% 36
\BOOKMARK [2][-]{subsection.5.6}{Monte-Carlo}{section.5}% 37
\BOOKMARK [3][-]{subsubsection.5.6.1}{Integration}{subsection.5.6}% 38
\BOOKMARK [3][-]{subsubsection.5.6.2}{Ways to Reduce Variance}{subsection.5.6}% 39
\BOOKMARK [3][-]{subsubsection.5.6.3}{Longstaff-Schwartz}{subsection.5.6}% 40
\BOOKMARK [1][-]{section.6}{Real Data Calibration}{}% 41
\BOOKMARK [2][-]{subsection.6.1}{LMM}{section.6}% 42
\BOOKMARK [1][-]{section.7}{Coding Basics}{}% 43
\BOOKMARK [2][-]{subsection.7.1}{C++}{section.7}% 44
\BOOKMARK [3][-]{subsubsection.7.1.1}{Useful Function}{subsection.7.1}% 45
\BOOKMARK [3][-]{subsubsection.7.1.2}{Break String}{subsection.7.1}% 46
\BOOKMARK [3][-]{subsubsection.7.1.3}{Template}{subsection.7.1}% 47
\BOOKMARK [3][-]{subsubsection.7.1.4}{Compiled Time Calculation}{subsection.7.1}% 48
\BOOKMARK [3][-]{subsubsection.7.1.5}{Variadic Template}{subsection.7.1}% 49
\BOOKMARK [3][-]{subsubsection.7.1.6}{Static Polymorphism \(CRTP\)}{subsection.7.1}% 50
\BOOKMARK [3][-]{subsubsection.7.1.7}{Perfect Forwarding}{subsection.7.1}% 51
\BOOKMARK [3][-]{subsubsection.7.1.8}{Smart Pointer}{subsection.7.1}% 52
\BOOKMARK [2][-]{subsection.7.2}{Java}{section.7}% 53
\BOOKMARK [3][-]{subsubsection.7.2.1}{Pass by Value}{subsection.7.2}% 54
\BOOKMARK [3][-]{subsubsection.7.2.2}{Producer And Consumer}{subsection.7.2}% 55
\BOOKMARK [2][-]{subsection.7.3}{Python}{section.7}% 56
\BOOKMARK [3][-]{subsubsection.7.3.1}{Meta Class}{subsection.7.3}% 57
\BOOKMARK [3][-]{subsubsection.7.3.2}{\137\137new\137\137 vs \137\137init\137\137}{subsection.7.3}% 58
\BOOKMARK [3][-]{subsubsection.7.3.3}{Abstract Class In Python}{subsection.7.3}% 59
\BOOKMARK [3][-]{subsubsection.7.3.4}{Dataframe Data-structure}{subsection.7.3}% 60
\BOOKMARK [2][-]{subsection.7.4}{MongoDB}{section.7}% 61
\BOOKMARK [1][-]{section.8}{Coding Design}{}% 62
\BOOKMARK [2][-]{subsection.8.1}{SOLID Principles}{section.8}% 63
\BOOKMARK [3][-]{subsubsection.8.1.1}{Single Responsible principle}{subsection.8.1}% 64
\BOOKMARK [3][-]{subsubsection.8.1.2}{Open/Close principle}{subsection.8.1}% 65
\BOOKMARK [3][-]{subsubsection.8.1.3}{Liskov Substitution principle}{subsection.8.1}% 66
\BOOKMARK [3][-]{subsubsection.8.1.4}{Interface Segregation Principle}{subsection.8.1}% 67
\BOOKMARK [3][-]{subsubsection.8.1.5}{Dependency Inversion Principle}{subsection.8.1}% 68