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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