From: Luigi B. <lui...@gm...> - 2012-08-24 10:22:26
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Hi, apologies for the delay, I was on vacation. FittedBondDiscountCurve is not yet exported via SWIG. You might try adding it to the exported interfaces using PiecewiseYieldCurve as a model; I'll be happy to add your patch to next release. If you get stuck, post to the mailing list and I'll try to help. Luigi On Thu, Aug 9, 2012 at 9:07 PM, dpollini <dpo...@au...> wrote: > > I am trying to bootstrap a discount factor from a collection of bonds and > bond prices using quantlib-python. I am at the step where I can construct a > FixedRateBond, but cannot make a FittedBondDiscountFactor. It doesn't seem > that FittedBondDiscountFactor has been implemented. > > Has anyone every run into this issue or know of an alternative way to > extract a discount factor curve from a bunch of bonds using quantlib-python? > -- > View this message in context: http://old.nabble.com/Bootstrapping-Discount-Factors-with-quantlib-python-tp34278689p34278689.html > Sent from the quantlib-users mailing list archive at Nabble.com. > > > ------------------------------------------------------------------------------ > Live Security Virtual Conference > Exclusive live event will cover all the ways today's security and > threat landscape has changed and how IT managers can respond. Discussions > will include endpoint security, mobile security and the latest in malware > threats. http://www.accelacomm.com/jaw/sfrnl04242012/114/50122263/ > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users |