コード例 #1
0
 def testShiftCurve(self):
     curve = InterestRateCurve(ccy='USD', index=Index('LIBOR'), term='M', 
                               numTerms=3, pricingDate=self.pricingDate, marketId='TEST1')
     curve.load()
     #curve.printCurve()
     cv1 = curve.buildZeroCurve()
     curve.shift(0.01)
     cv2 = curve.buildZeroCurve()
     for node in cv1.nodes():
         a = node
     for node in cv2.nodes():
         a = node