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Python Quantlib construct YTM (not par) curve

开发者 https://www.devze.com 2022-12-07 17:19 出处:网络
I have non-par yields and maturities. Is there a way to construct a government bond YTM curve using quantlib and YTM of not par/zero bonds?

I have non-par yields and maturities.

Is there a way to construct a government bond YTM curve using quantlib and YTM of not par/zero bonds? I am looking at the documentation for Term Structures and Curves; but there is nothing about YTM curve

https://quantlibjl.readthedocs.io/en/latest/term_structures.html

I want to construct the said YTM curve, and spot rate curve using the same data, to compare the re开发者_C百科sults?

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