Re: [Quantlib-users] ql.Estr and ql.Euribor

[Jonathan S. <sw...@gm...>]

Hi Victoria,

ql.Estr and all other overnight index classes take a
Handle<YieldTermStructure>& constructor argument with a default empty
value, so when you pass in nothing then the default empty value is used.

See the code here:
https://github.com/lballabio/QuantLib-SWIG/blob/master/SWIG/indexes.i#L233

To understand more about what the argument is for, read this:
https://stackoverflow.com/a/42907325

The StackOverflow answer is to a different question, but it should help
answer your question as well.



On Tue, May 31, 2022 at 10:21 PM Victoria Titon <vic...@we...>
wrote:

> Hello,
>
> I don't understand why ql.Estr can be called without nothing: ql.Estr(),
> or with a Yield term structureHandle in argument.
> Actually, if I put a yieldTermstructureHandle, in what way the Estrcurve
> will change? which information does the function take from this argument?
>
> Same questions for ql.Euribor, where you can specify a
> ZeroCurveTermStructure as last argument if you want: how does it change the
> result?
>
> I didn't find any answer on the blogs and docs.
>
> Thank you in advance for your answer.
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