Usage:

```
=qlYieldTSDiscount(<YCName>,
<Dates>,
<AllowExtrapolation>)
```

- <YCName>
Name of the yield curve from which discount factors will be calculated

- <Dates>
Sequence of dates at which to compute discount factors. Relative (“30D”, “3M, “1Y”) or absolute (in Excel convention) dates are accepted.

- <AllowExtrapolation>
Boolean to signify if extrapolation past the end of the curve is permited

Returns a sequence of discount factors.

The following example shows computation of discount curve bootstrapped from OIS (see qlOISRateHelper – create a Rate Helper referencing an overnight index swap) data.

```
# Copyright (C) 2012-2018 Bojan Nikolic <bojan@bnikolic.co.uk>
from qlww import *
def mkOISHelp(term, rate):
index=qlEonia("eonia"+term,
N());
oishelp=qlOISRateHelper("OISHelp"+term,
2,
term,
property_t(rate),
index,
N() );
return oishelp;
helpers=StringVector()
helpers.push_back(mkOISHelp("1M", 0.2))
helpers.push_back(mkOISHelp("3M", 0.2))
helpers.push_back(mkOISHelp("6M", 0.5))
helpers.push_back(mkOISHelp("12M", 0.5))
dcc=P("Actual/365 (Fixed)");
yc=qlPiecewiseYieldCurve(UU("yc"),
P(2),
"TARGET",
helpers,
dcc,
PropertyVector(),
PropertyVector(),
P(0.0001),
P("ZeroYield"),
P("ForwardFlat"))
periods=[str(i)+"M" for i in range(1,12)]
discounts=qlYieldTSDiscount(yc,
PropV(periods),
N())
for i in range(len(discounts)):
print("Discount at " + periods[i] +
" is: " + str(discounts[i]))
```