Category "quantlib"

QuantLib FixedRateBond versus Excel Yield()

I'm currently trying to calculate the Yield of Treasury Bonds in Python using the QuantLib library. As a reference I used the Excel Yield function, but I'm gett

Quantlib: How to correctly use Trigger variable in SoftCallability

QuantLib's soft call class constructor takes three inputs: SoftCallability (const Bond::Price &price, const Date &date, Real trigger) My expectation is

Why do I get an error when building a zero coupon inflation swap helper in Quantlib?

I am trying to create a ZC Inflation Swap Helper but I get an error for the below code, does anyone know what the issue is? import QuantLib as ql quote = ql.Qu