[Quantlib-users] How best to store historical yield curves?

[<da...@el...>]

Hi everyone,

My apologies if this has been covered before, but here goes:

I'd like to store curves, to build up a history. Eg, store a history of
Euribor 6m curves, and EONIA curves, constructed from historical data. I
could simply serialize every object that each curve requires (ratehandlers
etc) and rebuild as needed, but is there a more efficient way? A set of
dates and discount factors perhaps? I don't necessarily want to
"re-bootstrap" every curve for each day.

 

Thanks as always,

David