Timeline for Quantlib specify contract duration instead of dates
Current License: CC BY-SA 4.0
5 events
when toggle format | what | by | license | comment | |
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Jan 8, 2020 at 11:21 | comment | added | Luigi Ballabio |
ql.Period(int(T*365), ql.Days) has the same effect and might be a bit less cryptic.
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Jan 8, 2020 at 9:32 | comment | added | Ruan | Hello David. Thank you, it works perfectly. I appreciate your help. | |
Jan 8, 2020 at 9:31 | vote | accept | Ruan | ||
Jan 8, 2020 at 9:25 | history | edited | David Duarte | CC BY-SA 4.0 |
added 26 characters in body
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Jan 8, 2020 at 9:16 | history | answered | David Duarte | CC BY-SA 4.0 |