本文整理汇总了Python中quantlib.termstructures.yields.api.YieldTermStructure.linkTo方法的典型用法代码示例。如果您正苦于以下问题：Python YieldTermStructure.linkTo方法的具体用法？Python YieldTermStructure.linkTo怎么用？Python YieldTermStructure.linkTo使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类quantlib.termstructures.yields.api.YieldTermStructure的用法示例。
在下文中一共展示了YieldTermStructure.linkTo方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: report
# 需要导入模块: from quantlib.termstructures.yields.api import YieldTermStructure [as 别名]
# 或者: from quantlib.termstructures.yields.api.YieldTermStructure import linkTo [as 别名]
def report(swap, name):
print format % (name, formatPrice(swap.NPV(),2),
formatRate(swap.fairSpread(),4),
formatRate(swap.fairRate(),4))
print dblrule
print "5-year market swap-rate = %s" % formatRate(swaps[(5,Years)].value())
print dblrule
# price on two different term structures
print tab + "5-years swap paying %s" % formatRate(fixedRate)
print separator.join(headers)
print rule
discountTermStructure.linkTo(depoFuturesSwapCurve)
forecastTermStructure.linkTo(depoFuturesSwapCurve)
report(spot,'depo-fut-swap')
discountTermStructure.linkTo(depoFraSwapCurve)
forecastTermStructure.linkTo(depoFraSwapCurve)
report(spot,'depo-FRA-swap')
print rule
# price the 1-year forward swap
print tab + "5-years, 1-year forward swap paying %s" % formatRate(fixedRate)
print rule
discountTermStructure.linkTo(depoFuturesSwapCurve)