Eugene Toder

@MishaKav thank you! FWIW I've been using this change for two months without issues. The caveat is that I use the xml format, so I did not update the text...

@lballabio Thinking more about it, I think we should just deprecate `ForwardRateStructure`. It contains [a very bad implementation of numerical integration](https://github.com/lballabio/QuantLib/blob/f5b93e4a95d4a2d7399500f410b7dfc4006fcdc2/ql/termstructures/yield/forwardstructure.cpp#L49), which it [warns people not to use](https://github.com/lballabio/QuantLib/blob/f5b93e4a95d4a2d7399500f410b7dfc4006fcdc2/ql/termstructures/yield/forwardstructure.hpp#L83). All implementations...

@lballabio Did you have a chance to think about this?

I think this is not the right way to go about this. In general, for global bootstrap we can assign weights to benchmarks. There are many ways to come up...

If you want to scale swaps, you'll also need to scale deposits, fras, etc? I think there are fewer helpers for futures (just regular and overnight), so scaling futures seems...

Makes sense to me. We discussed making a similar change, but ended up just passing an empty list of helpers into `PiecewiseYieldCurve` and passing all dates and helpers via additionalDates...

Good point on ss. I agree we'll have to leave this and possibly a few others to avoid false positives. A change like this requires validation on some corpus of...

Good to hear that you are still working on this.

A simple benchmark script: ```python from datetime import date, timedelta import json, orjson, ujson import timeit from pydantic import BaseModel, TypeAdapter class Response(BaseModel): values: dict[int, dict[date, float]] def make_response(n: int,...

@YuriiMotov thanks for taking a look! This PR was intentionally minimal just to demonstrate the idea. I'm happy to add more tests and update documentation if the fastapi team agrees...