0
$\begingroup$

I have been using Quantlib Addin, now I am looking for the equivalent function for QuantLib in Python:

=qlYieldTSDiscount(EffectiveDate;DiscountCurve)

Or any workaround? I need to discount my NPV to today.

$\endgroup$
2
$\begingroup$

That would be

discount_curve.discount(effective_date)

You'll find examples of various tasks in QuantLib-Python on Goutham Balaraman's blog or on the QuantLib Python Cookbook. Having a look at those might ease your learning curve.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.