I need to create a Monte Carlo simulation for a Hull-White process. I have the term rates structure already given in a csv, and imported it into Python with the name "rates".
However, I have problems trying to apply this dataframe to the model in the step:
term_structure_hw =ql.YieldTermStructureHandle(rates)
TypeError: Wrong number or type of arguments for overloaded function 'new_YieldTermStructureHandle'. Possible C/C++ prototypes are: Handle< YieldTermStructure >::Handle(ext::shared_ptr< YieldTermStructure > const &) Handle< YieldTermStructure >::Handle()
Does anybody know what should be the format of the imported rates structure for the function ql.YieldTermStructureHandle to work?
Many thanks!
