Trent Maetzold
Trent Maetzold
Same thing for me. I have `dconf` and `util-linux-libs` installed, which should provide the required dependencies. The lines in the below error are out of range of the `gogh.sh` script....
I'm seeing that the SwapRateHelper takes a Quote for the spread so Ibors are covered. It's probably just the Fed Funds curve that uses a spread in OIS, but may...
The below works on my machine using Python 3.11 and QuantLib 1.30, I can't guarantee that I don't have any code that is incompatible with prior Python versions. The dates...
I would say probably not, because the central bank will print fixings on that day and I'd think you'd end up with missing fixings. I'll try to whip up an...
Just want to add that this feature would still be helpful.