I am trying to use quantlib from python to work with time series of cds quote, e.g I would like to evaluate the PV or PUF or other metrics on many different days. Each day has an associated yield curve as specified by the isda convention.

I've seen the example https://github.com/lballabio/QuantLib-SWIG/blob/master/Python/examples/isda-engine.py which seems great if you want to work for one point in time. However the dependency on setting evalutationDate() creates several issues when working across hundreds or thousands of historic dates.

Is there a way to make the discount curves and other instruments have a fixed reference date? There is a constructor for PiecewiseLogLinearDiscount with a specific reference date but even then the objects return different discount factors if the settings.evaluationDate is altered.


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