https://quantra.io/blog/ Engineering notes from building an open derivatives pricing platform. Mon, 27 Jul 2026 15:24:03 +0000 https://quantra.io/blog/bootstrapping-yield-curves.html https://quantra.io/blog/bootstrapping-yield-curves.html Sun, 26 Jul 2026 00:00:00 +0000 The curve builder end to end, what the traits and interpolators mean in QuantLib terms, every instrument type you can add, and the same curve reproduced three ways, in the app, against the engine, and in 30 lines of QuantLib Python.