Re: Python Saving Interest Rate Curve Objects to File

Posted by TSchulz85 on Sep 28, 2016; 11:04am
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17769.html

Both the eonia and euribor curve are build as PiecewiseLogCubicDiscount, it is almost exactely following your example from the Python QuantLib Cookbook.
I manages to 'rebuild' the curve as flat forward with
DiscountCurve(QDate, nodes, Actual365Fixed(), TARGET())

However, I would like to rebuild it again as PiecewiseLogCubicDiscount. How would i best do that in Python?

When you're refering to the ".i" and the "export_piecewise_curve", "export_forward_curve" and "export_discount_curve", are those C++ functions? I can't seem to find those in the Python QuantLib.