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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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