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!


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