Backward Genertion for SwapRateHelper in pyhton

lballabio / QuantLib

The QuantLib C++ library

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Backward Genertion for SwapRateHelper in pyhton #1966

Closed elopezarb closed 3 months ago

elopezarb commented 4 months ago

Hi, I am building the MXN OIS curve and it has to be built using a backward generation for both the fixed and the float the leg schedules. I have the understanding the it always makes the date generation as forward. Can this option be implemented? Thanks Esteban

lballabio commented 3 months ago

Hi—it seems I was wrong. Backwards is already the default.