FRA rate helpers in python
Posted by rada on Aug 04, 2017; 8:37am
URL: http://quantlib.414.s1.nabble.com/FRA-rate-helpers-in-python-tp18469.html
Hello everyone!
I am trying to price a floating bond, and as a part of my forecasting curve I have IMM FRAs, however I can not find a way how to fit them into FRARateHelper in Python. Is it any way how I can do it?
Thank you all in advance!