Python 3.x 日期差量子lib
我想用360天计算日期之间的天数差。代码如下,但不起作用Python 3.x 日期差量子lib,python-3.x,quantlib,Python 3.x,Quantlib,我想用360天计算日期之间的天数差。代码如下,但不起作用 import QuantLib as ql import pandas as pd issueDate = ql.Date(15, 3, 2020) maturityDate = ql.Date(15, 1, 2025) tenor = ql.Period(ql.Semiannual) calendar = ql.UnitedStates() businessConvention = ql.Unadjusted dateGeneratio
import QuantLib as ql
import pandas as pd
issueDate = ql.Date(15, 3, 2020)
maturityDate = ql.Date(15, 1, 2025)
tenor = ql.Period(ql.Semiannual)
calendar = ql.UnitedStates()
businessConvention = ql.Unadjusted
dateGeneration = ql.DateGeneration.Backward
monthEnd = False
schedule = ql.Schedule (issueDate, maturityDate, tenor, calendar, businessConvention,
businessConvention, dateGeneration, monthEnd)
dateList = list(schedule)
def calculateInterOrderTime(dateList):
result = map(lambda x: [i / np.timedelta64(1, 'D') for i in np.diff([c for c in x])[0]],dateList)
print(list(result))
我想达到以下结果
[120,180,180,180,180,180,180,180,180,180,180]
如果有人能帮助我取得成绩,我将不胜感激。提前感谢您。例如:
dates = [*schedule]
[int(ql.Thirty360().yearFraction(start, end)*360) for start, end in zip(dates[:-1], dates[1:])]
[120、180、180、180、180、180、180、180、180、180、180]请解释一下什么不起作用?您得到了什么错误?上面的代码没有错误。结果没有显示出来。大卫·杜阿尔特的Soln正在工作