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.