On Tue, 2007-06-05 at 09:00 -0400, sai kannekanti wrote:
> Could you please tell me how to calculate zero rate given a yield
> curve ? What classes can we use in doing so?
See the method zeroRate in the YieldTermStructure class---some
documentation is available at
<
http://quantlib.org/reference/class_quant_lib_1_1_yield_term_structure.html>.
Luigi
----------------------------------------
There are two ways of constructing a software design. One way is to
make it so simple that there are obviously no deficiencies. And the
other way is to make it so complicated that there are no obvious
deficiencies.
-- C. A. R. Hoare
-------------------------------------------------------------------------
This SF.net email is sponsored by DB2 Express
Download DB2 Express C - the FREE version of DB2 express and take
control of your XML. No limits. Just data. Click to get it now.
http://sourceforge.net/powerbar/db2/_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
