In quantlib (python), is there a way to specify settlementdays for a swapratehelper without having to also give discountCurve?
Arkadiy Naumov
Using the following Python code I am setting USD LIBOR Swap quotes. I found that by default settlementdays uses whatever is associated with the Index (in C++: if (settlementDays_==Null<Natural>()) settlementDays_ = iborIndex->fixingDays(); ). If I wanted to explicitly set settlementDays = 0 , how can I do that? I tried just use settlementDays = 0 , but the code does not seem to like named argument here. How would I go about setting that without having to also specify discountCurve ? I do not wan