FW: Building Yield Curve of Zero Rates
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FW: Building Yield Curve of Zero Rates
 
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Hi All, I have Sample of USD Zero Yield Curve Data as follows: Observation Date 03/08/2012 Maturity Days 0,3,4,11,35,67,96,137,227,320,411,501,591,734,1099,1466,1830,2195,2560,2 926,3293,3657,4387,5484,7311,9135,10961, Yield 0,1.57151762841849E-03,1.5841928756397E-03,1.80193133074194E-03,2.374223 75119134E-03,3.30406684491067E-03,4.35679286119092E-03,3.56334288917869E -03,3.69745160830227E-03,3.77125648757358E-03,3.84515157443031E-03,3.928 32387415253E-03,4.03993077763243E-03,4.35625780531457E-03,5.080685648854 12E-03,6.4706614338575E-03,8.38591062422842E-03,0.010332793648027,1.2171 0204339663E-02,1.38041853050158E-02,1.52910208160213E-02,1.6727919706485 3E-02,1.89718781527944E-02,2.12626395949329E-02,2.31753447176866E-02,2.4 1372894297357E-02,2.47383920090547E-02 InterpolationType Linear Extrapolation Type near DayCount Convention ACT365FIXED Compunding Frequency CONTINUOUS, So I build a vector<QuantLib::Date> yieldMaturities, vector<Rate> yields from the information above. In the case of vector<QuantLib::Date> yieldMaturities, I just add the Maturity Days to observation date. I now build the yieldCurve as Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); Then pass to boost::shared_ptr<BlackProcess> blackProcess( new BlackProcess(underlyingH, yieldCurve, flatVolTS)); as I am cant determine what the zero rate will be for the exercise date of the option. Now given this option is on a commodity forward, I want to discount from payment date. Hence have DiscountFactor expiryDiscount = blackProcess->riskFreeRate()->discount(europeanExercise->lastDate()); DiscountFactor paymentDiscount = blackProcess->riskFreeRate()->discount(paymentDate); Real forwardValue = europeanOption.NPV()/expiryDiscount; Real presentValue = forwardValue * paymentDiscount; My PV is slightly off the PV from another system. The market data is the same in both systems, except for the difference in discount factors. The paymentDiscount factor in Quantlib is 0.9990450902703203, whilst that from the other system is 0.9987391782033116, hence diff in PV. I am wondering whether my yieldCurve of Zeros has been constructed properly. Also its seems YieldTermStructure takes in market quotes and boostraps zero rates from it. So Given I already have Zero rates, have I contstructed the Zero Yield Curve propely? Looks like I have not done something right. Regards Theo Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ------------------------------------------------------------------------------ Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS and more. Get SQL Server skills now (including 2012) with LearnDevNow - 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only - learn more at: http://p.sf.net/sfu/learnmore_122512 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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Hi Theophilus,
Have you constructed the curve correctly? As described in your mail, the market data is zero yield. However you built the curve as forward curve: Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); That means quantlib took the yields as forward instantaneous rates instead of zero rates. I think this is where the difference comes from. Regards Cheng -----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月8日 8:35 收件人: [hidden email] 抄送: Luigi Ballabio 主题: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi All, I have Sample of USD Zero Yield Curve Data as follows: Observation Date 03/08/2012 Maturity Days 0,3,4,11,35,67,96,137,227,320,411,501,591,734,1099,1466,1830,2195,2560,2 926,3293,3657,4387,5484,7311,9135,10961, Yield 0,1.57151762841849E-03,1.5841928756397E-03,1.80193133074194E-03,2.374223 75119134E-03,3.30406684491067E-03,4.35679286119092E-03,3.56334288917869E -03,3.69745160830227E-03,3.77125648757358E-03,3.84515157443031E-03,3.928 32387415253E-03,4.03993077763243E-03,4.35625780531457E-03,5.080685648854 12E-03,6.4706614338575E-03,8.38591062422842E-03,0.010332793648027,1.2171 0204339663E-02,1.38041853050158E-02,1.52910208160213E-02,1.6727919706485 3E-02,1.89718781527944E-02,2.12626395949329E-02,2.31753447176866E-02,2.4 1372894297357E-02,2.47383920090547E-02 InterpolationType Linear Extrapolation Type near DayCount Convention ACT365FIXED Compunding Frequency CONTINUOUS, So I build a vector<QuantLib::Date> yieldMaturities, vector<Rate> yields from the information above. In the case of vector<QuantLib::Date> yieldMaturities, I just add the Maturity Days to observation date. I now build the yieldCurve as Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); Then pass to boost::shared_ptr<BlackProcess> blackProcess( new BlackProcess(underlyingH, yieldCurve, flatVolTS)); as I am cant determine what the zero rate will be for the exercise date of the option. Now given this option is on a commodity forward, I want to discount from payment date. Hence have DiscountFactor expiryDiscount = blackProcess->riskFreeRate()->discount(europeanExercise->lastDate()); DiscountFactor paymentDiscount = blackProcess->riskFreeRate()->discount(paymentDate); Real forwardValue = europeanOption.NPV()/expiryDiscount; Real presentValue = forwardValue * paymentDiscount; My PV is slightly off the PV from another system. The market data is the same in both systems, except for the difference in discount factors. The paymentDiscount factor in Quantlib is 0.9990450902703203, whilst that from the other system is 0.9987391782033116, hence diff in PV. I am wondering whether my yieldCurve of Zeros has been constructed properly. Also its seems YieldTermStructure takes in market quotes and boostraps zero rates from it. So Given I already have Zero rates, have I contstructed the Zero Yield Curve propely? Looks like I have not done something right. Regards Theo Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ---------------------------------------------------------------------------- -- Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS and more. Get SQL Server skills now (including 2012) with LearnDevNow - 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only - learn more at: http://p.sf.net/sfu/learnmore_122512 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users ------------------------------------------------------------------------------ Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS and more. Get SQL Server skills now (including 2012) with LearnDevNow - 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only - learn more at: http://p.sf.net/sfu/learnmore_122512 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: FW: Building Yield Curve of Zero Rates
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Hi Cheng,
Please do you know the objects used to construct zero yield curves? Regards Theo -----Original Message----- From: Cheng Li [mailto:[hidden email]] Sent: Tuesday, 8 January 2013 10:10 PM To: Boafo, Theophilus; [hidden email] Subject: 答复: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Theophilus, Have you constructed the curve correctly? As described in your mail, the market data is zero yield. However you built the curve as forward curve: Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); That means quantlib took the yields as forward instantaneous rates instead of zero rates. I think this is where the difference comes from. Regards Cheng -----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月8日 8:35 收件人: [hidden email] 抄送: Luigi Ballabio 主题: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi All, I have Sample of USD Zero Yield Curve Data as follows: Observation Date 03/08/2012 Maturity Days 0,3,4,11,35,67,96,137,227,320,411,501,591,734,1099,1466,1830,2195,2560,2 926,3293,3657,4387,5484,7311,9135,10961, Yield 0,1.57151762841849E-03,1.5841928756397E-03,1.80193133074194E-03,2.374223 75119134E-03,3.30406684491067E-03,4.35679286119092E-03,3.56334288917869E -03,3.69745160830227E-03,3.77125648757358E-03,3.84515157443031E-03,3.928 32387415253E-03,4.03993077763243E-03,4.35625780531457E-03,5.080685648854 12E-03,6.4706614338575E-03,8.38591062422842E-03,0.010332793648027,1.2171 0204339663E-02,1.38041853050158E-02,1.52910208160213E-02,1.6727919706485 3E-02,1.89718781527944E-02,2.12626395949329E-02,2.31753447176866E-02,2.4 1372894297357E-02,2.47383920090547E-02 InterpolationType Linear Extrapolation Type near DayCount Convention ACT365FIXED Compunding Frequency CONTINUOUS, So I build a vector<QuantLib::Date> yieldMaturities, vector<Rate> yields from the information above. In the case of vector<QuantLib::Date> yieldMaturities, I just add the Maturity Days to observation date. I now build the yieldCurve as Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); Then pass to boost::shared_ptr<BlackProcess> blackProcess( new BlackProcess(underlyingH, yieldCurve, flatVolTS)); as I am cant determine what the zero rate will be for the exercise date of the option. Now given this option is on a commodity forward, I want to discount from payment date. Hence have DiscountFactor expiryDiscount = blackProcess->riskFreeRate()->discount(europeanExercise->lastDate()); DiscountFactor paymentDiscount = blackProcess->riskFreeRate()->discount(paymentDate); Real forwardValue = europeanOption.NPV()/expiryDiscount; Real presentValue = forwardValue * paymentDiscount; My PV is slightly off the PV from another system. The market data is the same in both systems, except for the difference in discount factors. The paymentDiscount factor in Quantlib is 0.9990450902703203, whilst that from the other system is 0.9987391782033116, hence diff in PV. I am wondering whether my yieldCurve of Zeros has been constructed properly. Also its seems YieldTermStructure takes in market quotes and boostraps zero rates from it. So Given I already have Zero rates, have I contstructed the Zero Yield Curve propely? Looks like I have not done something right. Regards Theo Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ---------------------------------------------------------------------------- -- Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS and more. Get SQL Server skills now (including 2012) with LearnDevNow - 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only - learn more at: http://p.sf.net/sfu/learnmore_122512 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ------------------------------------------------------------------------------ Master Java SE, Java EE, Eclipse, Spring, Hibernate, JavaScript, jQuery and much more. Keep your Java skills current with LearnJavaNow - 200+ hours of step-by-step video tutorials by Java experts. SALE $49.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122612 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I think "InterpolatedZeroCurve" should do the work.
-----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月9日 8:48 收件人: Cheng Li; [hidden email] 主题: RE: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Cheng, Please do you know the objects used to construct zero yield curves? Regards Theo -----Original Message----- From: Cheng Li [mailto:[hidden email]] Sent: Tuesday, 8 January 2013 10:10 PM To: Boafo, Theophilus; [hidden email] Subject: 答复: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Theophilus, Have you constructed the curve correctly? As described in your mail, the market data is zero yield. However you built the curve as forward curve: Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); That means quantlib took the yields as forward instantaneous rates instead of zero rates. I think this is where the difference comes from. Regards Cheng -----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月8日 8:35 收件人: [hidden email] 抄送: Luigi Ballabio 主题: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi All, I have Sample of USD Zero Yield Curve Data as follows: Observation Date 03/08/2012 Maturity Days 0,3,4,11,35,67,96,137,227,320,411,501,591,734,1099,1466,1830,2195,2560,2 926,3293,3657,4387,5484,7311,9135,10961, Yield 0,1.57151762841849E-03,1.5841928756397E-03,1.80193133074194E-03,2.374223 75119134E-03,3.30406684491067E-03,4.35679286119092E-03,3.56334288917869E -03,3.69745160830227E-03,3.77125648757358E-03,3.84515157443031E-03,3.928 32387415253E-03,4.03993077763243E-03,4.35625780531457E-03,5.080685648854 12E-03,6.4706614338575E-03,8.38591062422842E-03,0.010332793648027,1.2171 0204339663E-02,1.38041853050158E-02,1.52910208160213E-02,1.6727919706485 3E-02,1.89718781527944E-02,2.12626395949329E-02,2.31753447176866E-02,2.4 1372894297357E-02,2.47383920090547E-02 InterpolationType Linear Extrapolation Type near DayCount Convention ACT365FIXED Compunding Frequency CONTINUOUS, So I build a vector<QuantLib::Date> yieldMaturities, vector<Rate> yields from the information above. In the case of vector<QuantLib::Date> yieldMaturities, I just add the Maturity Days to observation date. I now build the yieldCurve as Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<YieldTermStructure>( new ForwardCurve(yieldMaturities,yields, dayCountConv))); Then pass to boost::shared_ptr<BlackProcess> blackProcess( new BlackProcess(underlyingH, yieldCurve, flatVolTS)); as I am cant determine what the zero rate will be for the exercise date of the option. Now given this option is on a commodity forward, I want to discount from payment date. Hence have DiscountFactor expiryDiscount = blackProcess->riskFreeRate()->discount(europeanExercise->lastDate()); DiscountFactor paymentDiscount = blackProcess->riskFreeRate()->discount(paymentDate); Real forwardValue = europeanOption.NPV()/expiryDiscount; Real presentValue = forwardValue * paymentDiscount; My PV is slightly off the PV from another system. The market data is the same in both systems, except for the difference in discount factors. The paymentDiscount factor in Quantlib is 0.9990450902703203, whilst that from the other system is 0.9987391782033116, hence diff in PV. I am wondering whether my yieldCurve of Zeros has been constructed properly. Also its seems YieldTermStructure takes in market quotes and boostraps zero rates from it. So Given I already have Zero rates, have I contstructed the Zero Yield Curve propely? Looks like I have not done something right. Regards Theo Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ---------------------------------------------------------------------------- -- Master SQL Server Development, Administration, T-SQL, SSAS, SSIS, SSRS and more. Get SQL Server skills now (including 2012) with LearnDevNow - 200+ hours of step-by-step video tutorials by Microsoft MVPs and experts. SALE $99.99 this month only - learn more at: http://p.sf.net/sfu/learnmore_122512 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ------------------------------------------------------------------------------ Master Java SE, Java EE, Eclipse, Spring, Hibernate, JavaScript, jQuery and much more. Keep your Java skills current with LearnJavaNow - 200+ hours of step-by-step video tutorials by Java experts. SALE $49.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122612 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
Re: FW: Building Yield Curve of Zero Rates
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Hi Cheng,
vector<QuantLib::Date> yieldMaturities; vector<Rate> yields So once I populate yieldMaturities and yields, I build zero yield Curve as follow: Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<InterpolatedZeroCurve<Linear>>( new InterpolatedZeroCurve<Linear>(yieldMaturities,yields, Actual365Fixed()))); Regards Theo -----Original Message----- From: Cheng Li [mailto:[hidden email]] Sent: Wednesday, 9 January 2013 11:00 AM To: Boafo, Theophilus; [hidden email] Subject: 答复: [Quantlib-users] FW: Building Yield Curve of Zero Rates I think "InterpolatedZeroCurve" should do the work. -----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月9日 8:48 收件人: Cheng Li; [hidden email] 主题: RE: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Cheng, Please do you know the objects used to construct zero yield curves? Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ------------------------------------------------------------------------------ Master Java SE, Java EE, Eclipse, Spring, Hibernate, JavaScript, jQuery and much more. Keep your Java skills current with LearnJavaNow - 200+ hours of step-by-step video tutorials by Java experts. SALE $49.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122612 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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I think so
-----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月9日 11:13 收件人: Cheng Li 抄送: [hidden email] 主题: RE: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Cheng, vector<QuantLib::Date> yieldMaturities; vector<Rate> yields So once I populate yieldMaturities and yields, I build zero yield Curve as follow: Handle<YieldTermStructure> yieldCurve( boost::shared_ptr<InterpolatedZeroCurve<Linear>>( new InterpolatedZeroCurve<Linear>(yieldMaturities,yields, Actual365Fixed()))); Regards Theo -----Original Message----- From: Cheng Li [mailto:[hidden email]] Sent: Wednesday, 9 January 2013 11:00 AM To: Boafo, Theophilus; [hidden email] Subject: 答复: [Quantlib-users] FW: Building Yield Curve of Zero Rates I think "InterpolatedZeroCurve" should do the work. -----邮件原件----- 发件人: Boafo, Theophilus [mailto:[hidden email]] 发送时间: 2013年1月9日 8:48 收件人: Cheng Li; [hidden email] 主题: RE: [Quantlib-users] FW: Building Yield Curve of Zero Rates Hi Cheng, Please do you know the objects used to construct zero yield curves? Regards Theo "This e-mail and any attachments to it (the "Communication") is, unless otherwise stated, confidential, may contain copyright material and is for the use only of the intended recipient. If you receive the Communication in error, please notify the sender immediately by return e-mail, delete the Communication and the return e-mail, and do not read, copy, retransmit or otherwise deal with it. Any views expressed in the Communication are those of the individual sender only, unless expressly stated to be those of Australia and New Zealand Banking Group Limited ABN 11 005 357 522, or any of its related entities including ANZ Bank New Zealand Limited (together "ANZ"). ANZ does not accept liability in connection with the integrity of or errors in the Communication, computer virus, data corruption, interference or delay arising from or in respect of the Communication." ------------------------------------------------------------------------------ Master Java SE, Java EE, Eclipse, Spring, Hibernate, JavaScript, jQuery and much more. Keep your Java skills current with LearnJavaNow - 200+ hours of step-by-step video tutorials by Java experts. SALE $49.99 this month only -- learn more at: http://p.sf.net/sfu/learnmore_122612 _______________________________________________ QuantLib-users mailing list [hidden email] https://lists.sourceforge.net/lists/listinfo/quantlib-users |
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