Re: Python Saving Interest Rate Curve Objects to File
Posted by TSchulz85 on Sep 26, 2016; 5:27pm
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17757.html
Hi,
I managed to save the nodes into a file with the method you suggested (converting to datetime).
What would be now the best method to recreate the curves with the nodes? Is there a ready-to-go method or should I for example convert the discount factors into an equivalent of e.g. depo rates and then bootstrap the curve again?