Re: Python Saving Interest Rate Curve Objects to File

Posted by alihassani on Sep 26, 2016; 2:56pm
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17754.html

I don't think its possible to serialize/save swig objects.

In my humble opinion, I don't think recreating the curve from the nodes is as expensive an operation as bootstrapping the curve from scratch. But I guess you can test it.

On September 26, 2016 7:27:46 AM EDT, TSchulz85 <[hidden email]> wrote:

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.
Thank
 s,
Tobias



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