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

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

In short: with a term structure, the Estr instance will be able to forecast
future fixings off the curve.  Without it, it can only give past fixings
(if they were previously loaded with the addFixing method.). This goes for
all other indexes as well — Euribor etc.

Luigi



On Wed, Jun 1, 2022 at 8:54 PM Jonathan Sweemer <sw...@gm...> wrote:

> 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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