I am following the cookbook example for pricing a Vanilla Swap in QuantLib Python, given here.
Now let's assume that a week passed, and we are trying to calculate the mark to market value of the same swap. After a bit of looking around, I have found this thread, which leads me to believe that in order to re-price a swap at a later date, one needs to change the settlement date to get the updated market value of a swap. This does not seem right, since changing the settlement_date for the swap would result in shifting the cash flow schedules as well.
What I am looking for is to keep the swap definition (cash flow dates, maturity etc), load in a new yield curve at a later date, and re-price my swap using the new yield curve.
Can anybody show me how to do this?