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

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

Hi Jian,
    no, there's no vector call — sorry.

Luigi


On Mon, Dec 6, 2021 at 9:09 PM jian Xu <jia...@gm...> wrote:

> 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
>
>
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