Adjust dates of term structure?

Posted by mattgline on
URL: http://quantlib.414.s1.nabble.com/Adjust-dates-of-term-structure-tp7330.html

Hello,

I am a brand new quantlib developer, using the python bindings via SWIG.

I am trying to take a YieldTermStructure (actually, a PieceswiseFlatForward) and roll it forward or update the dates - eg, given a PiecewiseFlatForward constructed with a certain reference date, I'd like to construct a new PiecewiseFlatForward with the same rates starting on a different date.

Is it possible to modify the dates associated with these objects?

Thanks to all,

--Matt