What is Qablet?

A Qablet timetable defines a financial product using a sequence of payments, choices and conditions. A valuation model implemented with a Qablet parser can value any contract, as long as the contract can be described using a Qablet Timetable such as this one -

      time op  quantity unit track
03/31/2024  >       0.0  USD    #1
03/31/2024  +    2900.0  USD    #1
03/31/2024  +      -1.0  SPX    #1

Overview of Documentation

• The SPECIFICATIONS section describes the elements of the language. Start with the timetable.

• The CONTRACTS section documents the qablet-contracts package which contains qablet timetables for many common financial contracts such as Bonds, Options, Swaps, and Swaptions.

If you are new to Qablet,

• Start with a simple end to end example
• Then follow the Qablet Learning Path which is a set of Jupyter notebooks to walk you through simple to advanced uses of Qablet
• Qablet Demo is an interactive experience.