在 python 中使用 quantlib 我如何获得两个日期之间的天数？

Question

i have tried this but it isnt working

import QuantLib as ql

ql.Thirty360().yearFraction((6, 6, 2020),(7, 7, 2020))

Answer 1

You need to convert your tuple values to ql.Date values using

date = ql.Date(day, month, year)

So, your code would become:

import QuantLib as ql

ql.Thirty360().yearFraction(ql.Date(6, 6, 2020), ql.Date(7, 7, 2020))

See the docs for more: https://quantlib-python-docs.readthedocs.io/en/latest/dates.html