Re: Python Saving Interest Rate Curve Objects to File

Posted by Luigi Ballabio on Oct 04, 2016; 11:44am
URL: http://quantlib.414.s1.nabble.com/Python-Saving-Interest-Rate-Curve-Objects-to-File-tp17751p17785.html

You're correct.  You'll have to add to the SWIG interfaces an overloaded constructor that takes the jumps (which is already available in C++) and recompile yet again.

Luigi

On Tue, Oct 4, 2016 at 2:28 PM TSchulz85 <[hidden email]> wrote:

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?



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