Re: [Quantlib-users] Discount Method

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

Hello Michael,
    no, I'm afraid vector methods are not available.

Luigi


On Sun, Apr 14, 2024 at 8:30 PM Michael (DataDriven portal) <
mi...@da...> wrote:

> 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
>
> [image: image.png]
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