Marcin Rybacki
Marcin Rybacki
Hi Luigi, I had a brief look and I see that the curve is constructed using cubic spline interpolation on discount factors, which perhaps may cause troubles more often than...
Hi Luigi @lballabio, I was wondering if you already have the next release date in sight? The reason I am asking is because I was working on some additional features,...
Great, thank you for the heads-up!
Hi! Overnight indices should be handled properly - based on this https://github.com/lballabio/QuantLib/issues/1973. How are you inserting the basis? Note that the constructor expects it in decimal format, e.g. 20 bps...
Hi, thanks for sending over the example. By the first look, it seems that you are linking to the same handle 1) the basis curve you are bootstrapping 2) ESTR...