ab-notebook: reproducible interest rate curve bootstrapping

ab-notebook is a Jupyter notebook by Luigi Ballabio (QuantLib author) that fully replicates "Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask" (Ametrano & Bianchetti, 2013). It demonstrates a complete reproducibility workflow: pinned dependencies via Pipenv, DOI-based software version citations via Zenodo, and zero-install browser execution via mybinder.org. The companion article is "The Software Side of Replication" (Ballabio, Wilmott Magazine November 2025 / Substack), which generalises the methodology: Git + GitHub for version control, Jupyter for the notebook layer, Pipenv/Poetry for dependency management, Docker for environment isolation, and Binder for online execution.

ORE Studio's core domain is interest rate curve bootstrapping — the exact subject of the Ametrano & Bianchetti paper. The ab-notebook demonstrates the toolchain and reproducibility standards that the QuantLib community considers best practice for publishing computational finance research. Relevant angles:

• Reproducibility infrastructure — Zenodo DOI citations + Pipenv pinning + Binder is a proven, low-friction pattern. ORE Studio could apply the same to its own example notebooks or published analyses.
• Curve bootstrapping reference — the notebook itself is a worked reference implementation of multi-curve bootstrapping (OIS discounting, EONIA/EURIBOR, dual-curve framework). Useful as a cross-check / test fixture for ORE Studio's own curve engine.
• QuantLib version pinning — the repo shows how to pin a specific QuantLib version for reproducibility, which is directly applicable to ORE Studio's QuantLib dependency management.

• lballabio/ab-notebook — GitHub repository (BSD-3-Clause, Jupyter/Python)
• The Software Side of Replication — Luigi Ballabio, Wilmott Magazine Nov 2025 / Substack
• Ametrano & Bianchetti (2013), "Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping but Were Afraid to Ask"

• Interest Rate Curves — ORE Studio's knowledge doc on curve bootstrapping concepts.