quantitative finance - DiscountCurve is not aware of evaluation date in QuantLib python -


i using quantlib in python. in order construct discountcurve object, need pass vector of dates , corresponding discount factors. problem that, when change evaluation date account settlement days, curve object not shifted/adjusted , npv of bond not change function of evaluation date.

is there way around this? have construct different discountcurve shifting dates whenever change number of settlement days?

ideally, instead of passing vector of dates, should able pass vector of distances between consecutive dates first date should allowed evaluation date.

no, unfortunately there's no way around this. particular class, you'll have recreate instance when settlement date changes.

writing version of class takes distances between dates can done, it's not available. if write it, please consider creating pull request inclusion in library.


Comments

Post a Comment

Popular posts from this blog

android - InAppBilling registering BroadcastReceiver in AndroidManifest -

i'm implementing inapp billing in android app. works well, however, i'm trying decouple broadcast receiver activity manifest. suggestion in android's trivialdrive sample: // important: dynamically register broadcast messages updated purchases. // register receiver here instead of <receiver> in manifest // because call getpurchases() @ startup, therefore can ignore // broadcasts sent while app isn't running. // note: registering listener in activity bad idea, done here // because sample. regardless, receiver must registered after // iabhelper setup, before first call getpurchases(). currently there's class extends broadcastreceiver : public class iabbroadcastreceiver extends broadcastreceiver { /** * intent action receiver should filter for. */ public static final string action = "com.android.vending.billing.purchases_updated"; private final iabbroadcastlistener mlistener; public iabbroadcastreceiver(iabbroadcastlistener listener) { m
Read more

python Tkinter Capturing keyboard events save as one single string -

is possible store keyboard events 1 string? code below stores 1 char , prints it. card reader or bar code reader, contains collection of character/ string not 1 character @ time. goal save char pressed text variable. from tkinter import * root = tk() def key(event): text= event.char text+= event.char print ("pressed", text) def callback(event): frame.focus_set() print ("clicked at", event.x, event.y) frame = frame(root, width=100, height=100) frame.bind("<key>", key) frame.bind("<button-1>", callback) frame.pack() root.mainloop() currently, creating text variable , everytime key() function gets called, , text stores last character typed. you can define text module level variable , , use module level text inside key function - text = '' def key(event): global text text+= event.char print("pressed", text)
Read more

sql server - Why does Linq-to-SQL add unnecessary COUNT()? -

here tables: create table customer ( cid int primary key, name varchar(32) ) create table ord ( oid int primary key, cid int foreign key references customer, address varchar(20) ) here's linq-to-sql statement: var aaa = c in db.customer select new { c, o = c.ord.tolist() }; and here's inexplicable query generated linq-to-sql: select [t0].[cid] [cid], [t0].[name] [name], [t1].[oid] [oid], [t1].[cid] [cid2], [t1].[address] [address], (select count(*) [dbo].[ord] [t2] [t2].[cid] = [t0].[cid]) [value] [dbo].[customer] [t0] left outer join [dbo].[ord] [t1] on [t1].[cid] = [t0].[cid] order [t0].[cid], [t1].[oid] i want understand how rid of count(*) part. it's entirely uncalled for! linq needs count(*) in order determine number of entries returned o = c.ord.tolist() .
Read more