derivitec.core.client.DerivitecClient.upload_discount_curves

DerivitecClient.upload_discount_curves(discount_curves, market_data_environment_name=None)[source]

Upload discount curves.

Parameters:

  • discount_curves (list of DiscountCurve) – The discount curves

  • market_data_environment_name (str) – The market data environment name (optional with default Organisation Level Environment)

Code

>>> mats = [ 365, 730 ]
>>> discount_factors = [ 0.9, 0.8 ]
>>> val_date = datetime(2017, 10, 13)
>>> discount_curves = [ DiscountCurve(currency="USD", discount_factors=discount_factors, extrapolate=True,maturities=mats, value_date=val_date) ]
>>> market_data_environment_name = "Example Market Data Environment"
>>> client.upload_discount_curves(discount_curves, market_data_environment_name)