Bootstrapping discount factors

Hi all,

So at the Firm at which I am working I had to bootstrap the LIBOR curve to get the discount factor over various maturities. I did the calculations on excel and was able to compute the discount factors. I have to now do the same operation on python but I am quite confused on what functions to implement. I have used an old code and modified to my needs (link to code attached), but I am getting an error, invalid syntax : print depoFuturesSwapCurve.dates()

My curve input is the LIBOR 3m for tenors from 1 month to 10 years. I would like to know how to go about this. If needed for reference I can provide the Excel file as well.


Thank You,
Best,
Goutham
 
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