Skip to content

Commit

Permalink
RLS: badge color
Browse files Browse the repository at this point in the history
(cherry picked from commit c6e94c3)
  • Loading branch information
attack68 committed Feb 2, 2024
1 parent 1424c07 commit 2511b50
Show file tree
Hide file tree
Showing 3 changed files with 29 additions and 16 deletions.
Binary file added docs/source/_static/thumb_coding_3.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
Binary file added docs/source/_static/thumb_ptirds4.png
Loading
Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
45 changes: 29 additions & 16 deletions docs/source/i_about.rst
Original file line number Diff line number Diff line change
Expand Up @@ -17,22 +17,35 @@ The History and Context of Rateslib
The foundations of *rateslib* is really the code library
`Book IRDS3 <https://github.com/attack68/book_irds3>`_, which laid down
basic principles and was a sandbox code environment for the
publication *Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps
(2022, 3rd Edition)*. Some of the code and algorithms also date back to the author's
time trading IRSs as a market-maker between 2006 and 2017.

.. image:: _static/thumb_ptirds3.png
:alt: Pricing and Trading Interest Rate Derivatives
:target: https://www.amazon.com/Pricing-Trading-Interest-Rate-Derivatives/dp/0995455538
:width: 92

The algorithms and mathematical work of *rateslib* is expected to be released in
early 2024 under the working title of *Coding Interest Rates: FX, Swaps and Bonds*

.. image:: _static/thumb_coding_2.png
:alt: Coding Interest Rates: FX, Swaps and Bonds
:target: https://www.amazon.com/Pricing-Trading-Interest-Rate-Derivatives/dp/0995455538
:width: 92
publication `Pricing and Trading Interest Rate Derivatives: A Practical Guide to Swaps <https://www.amazon.com/Pricing-Trading-Interest-Rate-Derivatives/dp/0995455538>`_.
Some of the code and algorithms also date back to the author's
time trading IRSs as a market-maker between 2006 and 2017. The algorithms and mathematical
code developments of *rateslib*
are all characterised and explained in
`Coding Interest Rates: FX, Swaps and Bonds <https://www.amazon.com/dp/0995455554>`_.

.. container:: twocol

.. container:: leftside40

.. image:: _static/thumb_coding_3.png
:alt: Coding Interest Rates: FX, Swaps and Bonds
:target: https://www.amazon.com/dp/0995455554
:width: 145
:align: center

.. container:: rightside60

.. image:: _static/thumb_ptirds3.png
:alt: Pricing and Trading Interest Rate Derivatives
:target: https://www.amazon.com/Pricing-Trading-Interest-Rate-Derivatives/dp/0995455538
:width: 145
:align: center

.. raw:: html

<div class="clear"></div>


.. _pillars-doc:

Expand Down

0 comments on commit 2511b50

Please sign in to comment.