quantlib.util.converter

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Functions

df_to_zero_curve(rates, settlement_date[, ...])	Converts a pandas data frame into a QL zero curve.
pydate(date)	Accomodate date inputs as string or python date
pydate_to_qldate(date)	Converts a datetime object or a date string into a QL Date.
qldate_to_pydate(date)	Converts a QL Date to a datetime