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Can i get an example of how to use quantlib python FRAratehelper?

I would like to use it to get discount factors, with 3month Jibar as a reference rate.

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  • $\begingroup$ suggest you go to their github or webpage $\endgroup$
    – Peaceful
    Commented Nov 28, 2019 at 11:26

1 Answer 1

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FraRateHelper has several possible forms of the constructor, but try this:

import QuantLib as ql
rate = 0.50
start = 3
euribor6m = ql.Euribor6M()
ql.FraRateHelper(ql.QuoteHandle(ql.SimpleQuote(rate/100)), start, euribor6m)

Check out a working example (Euribor curve bootstrapping) in the QuantLib Cookbook

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