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4 votes
Accepted

Calculating swap rolldown using the RatesLib Python Library

Your question seems restricted only to the lines: ...
Attack68's user avatar
  • 10.8k
4 votes

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I think you will never find 30.0302 using quantlib : ...
TourEiffel's user avatar
3 votes

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I'm not sure what convention Matlab means when they say "actual/actual"; there are a few of them, see e.g. https://www.isda.org/a/AIJEE/1998-ISDA-memo-%E2%80%9CEMU-and-Market-Conventions-...
Luigi Ballabio's user avatar
1 vote

Python QuantLib datecount ActualActual basis vs Matlab daycount basis

I think the underlying question should be why you would want to use Matlab's date2time computation as opposed to others? Also, do you know the exact use case of date2time specifically? According to ...
AKdemy's user avatar
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