Interest Rate Swap-Derivative Pricing In Python. Mar. 21, 2019 2:23 PM ET. rvarb's Blog. 14 Followers. Follow. Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors.

Python – it’s the new Excel for derivatives valuation adjustments (XVAs). Or so say banks who are increasingly turning towards the coding language and away from others, such as C++, to better analyse ...