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.


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