Re: Python Saving Interest Rate Curve Objects to File

Posted by Luigi Ballabio on Sep 26, 2016; 4:58pm
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17756.html

As an alternative, you can convert the dates to a format you can serialize; for instance, you can convert them to Python datetime objects or extract their serial numbers. When you read them back, you'll convert them back to QuantLib dates and rebuild the curve.

Luigi

On Mon, Sep 26, 2016, 20:08 TSchulz85 <[hidden email]> wrote:

Thanks a lot Ali!
Is there a good way to recreate (lets say the eonia and euribor) curve with
the nodes or would you just bootstrap it again with those rates. Which
RateHelpers would you use in that case?



--
View this message in context: http://quantlib.10058.n7.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17755.html
Sent from the quantlib-users mailing list archive at Nabble.com.

------------------------------------------------------------------------------
_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users

------------------------------------------------------------------------------

_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users