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)
Cuchulainn wrote:Sounds a bit harsh. Don't you use Nelson Siegel in QL as well?(?)
mtsm wrote: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.