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creating multiple IRDataCurve object

조회 수: 1 (최근 30일)
Alexander Miniovich
Alexander Miniovich 2020년 12월 30일
Hello all,
I like to create an array interest-rate object. Each element of it should be an IRDataCurve object. All having the same dates/setting, but different level of interest rates. They should represent Interest Rates scenarios.
I like to have an irdc object which has input array data of size (50, 8), not (1, 8). And then I like to be able to calculate, say, discount factors for all versions in one go. Is it possible? Or do I need to use cycles to create separate versions of each scenario?

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