Re: Python Saving Interest Rate Curve Objects to File

Posted by TSchulz85 on Sep 26, 2016; 11:27am
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17753.html

Hi Ali,
Thanks a lot for your answer. Ideally I would like to just save the actual curves, as this would avoid bootstrapping all the historical curves for all the different currencies every day (or week) for the past x years.
In case this would be just not possible, your solution might be a good workaround. I guess you would just save those values in a dict, list or similar and then bootstrap with those values? Is there an easy way to do the bootstrapping just based on the nodes?
But ideally I would be able to just save the actual curves.
I know it is a little more of a Python question than a QuantLib question. But as I assume in most Python forums, people can not really replicate the problem and maybe someone here already encountered a similar problem. But I guess it would be also relevant for other people who would like to use QuantLib for backtesting strategies, charting etc.
Thanks,
Tobias