qlRateHelperEarliestDate and qlRateHelperLatestDate in QuantLib Python

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

=qlRateHelperEarliestDate(RateHelper)

and

=qlRateHelperLatestDate(RateHelper)

Or any workaround?

I'll try to pen a general answer, since asking a question for each function you'll need won't be very time effective.

The convention for QuantLibXL function names is to map the underlying C++ methods as:

ql{class name}{method name}(object, [parameters])


so, for instance, the method yearFraction(Date d1, Date d2) defined in the class DayCounter, which in C++ is called as

t = object.yearFraction(d1,d2);


in QuantLibXL becomes qlDayCounterYearFraction(object, d1, d2). (Sometimes the class name is shortened; for instance, the method discount in class YieldTermStructure is mapped as qlYieldTSDiscount).

You can invert the principle to find the C++ (or Python) method from the QuantLibXL function. The function qlRateHelperEarliestDate maps the method earliestDate of class RateHelper, so qlRateHelperEarliestDate(rate_helper) corresponds to rate_helper.earliestDate().

The same goes for latestDate, and for most other functions; the first parameter in Excel is the object on which to call the method, and the others are the parameters to pass.