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

[Luigi B. <lui...@gm...>]

Nope, objects exported through SWIG are not pickleable – if that's the word
:)

Luigi


On Tue, Nov 17, 2020 at 11:20 AM <ben...@ma...> wrote:

> From QuantlibXL you can serialize into XML. I have used this and it works
> quite well,  but that is probably not that useful if your client is not
> Excel.  From Python I don’t think that Quantlib supports serialization but
> I am not 100% sure on that. I did take a quick look at Pickle in python,
> but did not get to the testing stage.
>
>
>
> *From:* da...@el... <da...@el...>
> *Sent:* Tuesday, 17 November 2020 12:34 AM
> *To:* qua...@li...
> *Subject:* [Quantlib-users] How best to store historical yield curves?
>
>
>
> 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
>
>
>
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