Re: [Quantlib-users] Getting yield from a BondHelper in Python

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

Hi again,

In the cold light of morning, I tracked down Quote.value() to get the clean
price from the BondHelper, so I am unblocked (for now).

 

Best wishes,

 

David

 

From: da...@el... <da...@el...> 
Sent: Monday, 11 October 2021 22:19
To: qua...@li...
Subject: [Quantlib-users] Getting yield from a BondHelper in Python

 

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