Re: Python Saving Interest Rate Curve Objects to File
Posted by TSchulz85 on Oct 04, 2016; 11:04am
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17784.html
Thanks a lot, that almost worked perfectly. Perfomance is extremly fast and and (usually) matches the original curve perfectly.
However, i've recognised it doesn't work for the jumps. Is there any good way to include them as well?