Euribor3M Yield Curve

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Euribor3M Yield Curve

jeffrey

Dear  all, 

I have started, but I am getting trouble about Euribor3M Yield Curve.

I am using the paper: "Everything You Always Wanted to Know About Multiple Interest Rate Curve Bootstrapping But Were Afraid To Ask" . (  http://ssrn.com/abstract=2219548 )

Figure 30 page 62 based on figure 29. My code is attached below. I am confused about
 what to do next, especially how to use the formulas on section 4.3.1-4.3.6.

Please I need your help.

Thank you very much in advance.

Jeffrey

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implcurves.cpp (57K) Download Attachment