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From: <da...@el...> - 2021-10-11 21:39:10
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Hi everyone, This may seem like a simple question, but it's late and my brain seems to have stopped. In Python, I have a list of FixedRateBondHelpers which store everything I need about a bond, including its price as the first parameter ql.QuoteHandle(ql.SimpleQuote(px)). I am passing these between sections of code. I am just trying to get the yield of the bond, for a given day count, compounding and frequency. The Helper has everything needed to calculate the yield, but the function call is proving elusive. Do I need to separately extract the original price from the Helper? If so, how? I've tried FixedRateBondHelper.quote() but I get an equally impenetrable quote handle object back. Thanks David Sansom |