forward rate bump

Posted by bakera on Aug 19, 2016; 5:14am
URL: http://quantlib.414.s1.nabble.com/forward-rate-bump-tp17657.html

I am trying to figure out how to easily bump a date range of forward rates prior to valuation of a vanilla swap. I am using quantlib 1.8.1 via SWIG generated python bindings. Perhaps someone can share whether this is achievable?

Regards

Alex 

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