Re: Python Saving Interest Rate Curve Objects to File

Posted by Luigi Ballabio on Sep 28, 2016; 12:34pm
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17770.html

You should add to the Python module a LogCubicDiscountCurve and use that one.  The .i files I was referring to are in the QuantLib-SWIG/SWIG folder, and the "export_..." are SWIG macros defined in those files.  You'll have to add 

export_discount_curve(LogCubicDiscountCurve,MonotonicLogCubic);

to discountcurve.i and recompile the module.

Hope this helps,

    Luigi

On Wed, Sep 28, 2016 at 2:28 PM TSchulz85 <[hidden email]> wrote:

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.



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