[Quantlib-users] Creating the zero curve

[Daniel L. <dan...@gm...>]

Hi,

I was going through the instruction to build zero curve in

https://quantlib-python-docs.readthedocs.io/en/latest/termstructures.html

However as per the below, I need to pass dates as input

dates = [ql.Date(31,12,2019),  ql.Date(31,12,2020),  ql.Date(31,12,2021)]
zeros = [0.01, 0.02, 0.03]

ql.ZeroCurve(dates, zeros, ql.ActualActual(), ql.TARGET())

However in my case, I have data as O/N, 1-week, 1-month etc. So my
question is how should I create the dates to be passed in above
method?

Also, what would be the correct approach to pass the information on
Compounding frequency? For tenor 1-week compounding frequency is
typically weekly, for 6-months, for example, it is half-years etc. So
for each tenor, the compounding frequency is different.

So to pass information on the compounding frequency, should I need to
convert all rates to common frequency like Continuous compounding? Is
there any method in Quantlib to convert to Continuous frequency?