From: Amine I. <ami...@gm...> - 2023-01-26 11:43:24
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Dear Quantlib teams/users, Currently looking to use the QL Python library for ETD contracts. Went to check the doc but couldn’t find any concrete class of a term structure that would take only a ref date, a list of anchor dates, and a list of corresponding quotes corresponding to each contract expiry. Grateful if someone could tell me if such impl exists. Many thanks. Amine Ifri |