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Question
IRDataCurve.bootstrap 似乎忽略了 'InstrumentBasis' 参数.
比如在下面这个例子中，无论我如何修改'InstrumentBasis'参数，得到的结果都不会发生变化（比如改成0,1,2,3），这种情况很不合理，希望有大神提供解决方式。 Settle=datetime(2021,8,24); InstrumentTy...
4 years ago | 1 answer | 0
