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From: jian Xu <jia...@gm...> - 2020-11-11 21:30:30
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Hi, There is a RiskyBond class under experimental/credit in the C++ repo. However, when I'm using the Python interface, it seems that it's not there. My question is, how to get the RiskyBond in Python? Or is there a reason that it's not exposed? More generally, I am trying to calibrate a survival probability curve of a fixed rate bond. And I think RiskyBond is the correct one to use. If it's not in Python, what's the proper object for this task? Thanks. Jian |