开发者

Python Quantlib construct YTM (not par) curve

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?

0

上一篇:

下一篇:

精彩评论

暂无评论...
验证码 换一张
取 消

最新问答

问答排行榜