[Quantlib-users] Fast way to obtain discount factors on an array of dates?

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

Hi,

YieldTermStructure has a function discount() to return the discount
factor on a single date.  But is there a function to return an array
of discount factors on an array of dates?

Currently, I'm looping in python

disc = np.array([disc_curve.discount(d) for d in dates])

But the python loops are pretty slow.  Just wondering if there's any
faster way to do this.  Thanks a lot!

Jian