Re: [Quantlib-users] How to get the index from a floating rate bond in Python?

[jian Xu <jia...@gm...>]

But after I get the index, how to bump the index?  What I'm trying to
do is to calculate the cashflows when the index curve is bumped up,
say 0.0001, in parallel.  I have the floating rate bond already
constructed, then

bond = ql.FloatingRateBond(...)
cpn = ql.as_floating_rate_coupon(bond.cashflows()[0])
ibor = ql.as_iborindex(cpn.index())
forecast_curve = ibor.forwardingTermStructure()

But how do I bump the forecast_curve?  I can create a bumped forecast
curve like the following:

forecast_curve_bumped = ql.ZeroSpreadedTermStructure(forecast_curve,
ql.QuoteHandle(ql.SimpleQuote(.0001)))

But then how do I link the index to this bumped curve, so that the
bond's cashflow will be impacted?  Thanks.


On Fri, Apr 9, 2021 at 11:57 AM jian Xu <jia...@gm...> wrote:
>
> I see.  Thanks!
>
> On Fri, Apr 9, 2021 at 4:31 AM Luigi Ballabio <lui...@gm...> wrote:
> >
> > As David said — or you can avoid the map by selecting the first coupon before conversion:
> >
> > c = ql.as_floating_rate_coupon(bnd.cashflows()[0])
> > myindex = c.index()
> >
> >
> > On Fri, Apr 9, 2021 at 10:25 AM David Duarte <nh...@gm...> wrote:
> >>
> >> Hi,
> >>
> >> I'm not sure the index is exposed for the bond object, but you can extract it from the cashflows.
> >> Maybe not the easiest way to go about it, but hopefully you'll get the idea:
> >>
> >> bnd = ql.FloatingRateBond(...)
> >> c = [*map(ql.as_floating_rate_coupon, bnd.cashflows())][0]
> >> myindex = c.index()
> >>
> >> Regards,
> >> David
> >>
> >> On Fri, 9 Apr 2021 at 03:03, jian Xu <jia...@gm...> wrote:
> >>>
> >>> Hi,
> >>>
> >>> An index is passed in duration the construction of a FloatingRateBond,
> >>>  But after that, given the FloatingRateBond object, how do I get the
> >>> index back (in Python)?  Thanks.
> >>>
> >>> Jian
> >>>
> >>>
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