コード例 #1
0
def loadIRCurves():
    timePeriods = VARUtilities.VARTimePeriodsAndSteps()
    timePeriods.generate(LoadStartDate, LoadEndDate, 1, 
                       Enum.TimePeriod('D').ql(), Calendar.Target())
    for time in timePeriods.timeSteps:
        print time
        curve = InterestRateCurve()
        curve.loadDefault(time)
        curve.save()