擅长:python、mysql、java
<p>定义存款辅助对象时,有多个选项</p>
<p>假设您有以下参数:</p>
<pre><code>tenor = ql.Period('6M')
fixingDays = 2
calendar = ql.SouthAfrica()
convention = ql.ModifiedFollowing
endOfMonth = False
dayCounter = ql.Actual365Fixed()
</code></pre>
<p>(i)创建自定义索引,而不是使用可用模板。在这里,您必须给出相关参数</p>
<pre><code>myindex = ql.IborIndex('MyIndex', tenor, fixingDays, currency, calendar, convention, endOfMonth, dayCounter)
helper = ql.DepositRateHelper(rate, myindex)
</code></pre>
<p>(ii)或在文件中定义所有这些参数:</p>
<pre><code>helper = ql.DepositRateHelper(rate, tenor, fixingDays, calendar, convention, endOfMonth, dayCounter)
</code></pre>