Finance, Economics, Mathematics, Physics, Quantitative Finance.
ql.Actual365Fixed() business_convention = ql.ModifiedFollowing # In[ ]: # Build yield curves for USD and EUR usd_curve = ql.FlatForward(calculation_date, ql.QuoteHandle(ql.SimpleQuote(risk_free_rate_usd)), day_count) eur_curve = ql.FlatForward(calculation_date,