[Quantlib-users] Discount Method

[Michael (D. portal) <mi...@da...>]

Hi All,

I am using a *discount* method on a curve to get a discount factor for a
given maturity (like in shown in the Cookbook below). But I need to output
discount factors for all monthly cash flows of a bond (in my case 360 cash
flows) so it is time consuming to call the *discount* method 360 times.

Is there a way to get all discount factors (for all cash flows - 360 in my
case) in a single call to a curve by passing all maturity dates (e.g. in a
list) to speed up the calculations?

Thanks,

Michael

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