Yeah, I have done that successfully with pycharm and VS 2017. You just need to run your code from within the pycharm ide in debug mode, then pick up the python process id and attach that to VS and bingo. You can seemlessly navigate between the two ides.Python
https://letyourmoneygrow.com/2018/04/14 ... ieldcurve/
https://letyourmoneygrow.com/2018/02/10 ... eld-curve/
I, myself, prefer Python.
The only problem: I have not, so far, found a way to attach Python [IDE] process to Visual Studio in order to debug QuantLib when it is called from Python
?? ql.PiecewiseLogCubicDiscount(today, bondHelpers, curveDaycounter)
I do.Sounds a bit harsh. Don't you use Nelson Siegel in QL as well?(?)
Simple outside observer, here - What exactly does QL do so bad as compared to frameworks you know at major IBs, please?What worries me a bit more is that you are using QL which is a piece of dung to be honest. There is too much amateurism in that framework, it's a real issue. You cannot have a quant finance library of quality if you do not get front office quants from top international IBs involved. It's just not possible. It's an unwritten and unspoken rule, but I am seeing it confirmed over and over again. The reason is that top IBs de facto set the rules.