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Question about building yield curve

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Boris Chow

Question about building yield curve

Dear all,

I am new to quantlib and would like to start reading documentation and would like to get an idea about how quantlib create yield curve with deposit rate / swap rate.

Would some kindly give me an pointer to start with?

Thanks a lot,

Boris

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Luigi Ballabio

Re: Question about building yield curve

Hello Boris,

are you looking for examples in C++ or Excel?

Luigi

On Sat, Jul 11, 2015 at 5:18 PM Boris Chow <[hidden email]> wrote:

Dear all,

I am new to quantlib and would like to start reading documentation and would like to get an idea about how quantlib create yield curve with deposit rate / swap rate.

Would some kindly give me an pointer to start with?

Thanks a lot,
Boris
------------------------------------------------------------------------------
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GigeNET's Cloud Solutions provide you with the tools and support that
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https://www.gigenetcloud.com/_______________________________________________
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Boris Chow

Re: Question about building yield curve

Thanks, either one would be fine to me. :)

Sent from my iPhone

On 16 Jul, 2015, at 9:26 pm, Luigi Ballabio <[hidden email]> wrote:

Hello Boris,
are you looking for examples in C++ or Excel?

Luigi

On Sat, Jul 11, 2015 at 5:18 PM Boris Chow <[hidden email]> wrote:
Dear all,

I am new to quantlib and would like to start reading documentation and would like to get an idea about how quantlib create yield curve with deposit rate / swap rate.

Would some kindly give me an pointer to start with?

Thanks a lot,
Boris
------------------------------------------------------------------------------
Don't Limit Your Business. Reach for the Cloud.
GigeNET's Cloud Solutions provide you with the tools and support that
you need to offload your IT needs and focus on growing your business.
Configured For All Businesses. Start Your Cloud Today.
https://www.gigenetcloud.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--
<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
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Luigi Ballabio

Re: Question about building yield curve

You can start from the swap-valuation example in the QuantLib C++ release (look into the folder Examples/Swap) or the tests for the bootstrapped curve (test-suite/piecewiseyieldcurve.cpp).

Luigi

On Thu, Jul 16, 2015 at 3:34 PM Boris Chow <[hidden email]> wrote:

Thanks, either one would be fine to me. :)

Sent from my iPhone

On 16 Jul, 2015, at 9:26 pm, Luigi Ballabio <[hidden email]> wrote:

Hello Boris,
are you looking for examples in C++ or Excel?

Luigi

On Sat, Jul 11, 2015 at 5:18 PM Boris Chow <[hidden email]> wrote:
Dear all,

I am new to quantlib and would like to start reading documentation and would like to get an idea about how quantlib create yield curve with deposit rate / swap rate.

Would some kindly give me an pointer to start with?

Thanks a lot,
Boris
------------------------------------------------------------------------------
Don't Limit Your Business. Reach for the Cloud.
GigeNET's Cloud Solutions provide you with the tools and support that
you need to offload your IT needs and focus on growing your business.
Configured For All Businesses. Start Your Cloud Today.
https://www.gigenetcloud.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--
<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

Boris Chow

Re: Question about building yield curve

Thanks Luigi! :)

Sent from my iPhone

On 16 Jul, 2015, at 10:18 pm, Luigi Ballabio <[hidden email]> wrote:

You can start from the swap-valuation example in the QuantLib C++ release (look into the folder Examples/Swap) or the tests for the bootstrapped curve (test-suite/piecewiseyieldcurve.cpp).

Luigi

On Thu, Jul 16, 2015 at 3:34 PM Boris Chow <[hidden email]> wrote:
Thanks, either one would be fine to me. :)

Sent from my iPhone

On 16 Jul, 2015, at 9:26 pm, Luigi Ballabio <[hidden email]> wrote:

Hello Boris,
are you looking for examples in C++ or Excel?

Luigi

On Sat, Jul 11, 2015 at 5:18 PM Boris Chow <[hidden email]> wrote:
Dear all,

I am new to quantlib and would like to start reading documentation and would like to get an idea about how quantlib create yield curve with deposit rate / swap rate.

Would some kindly give me an pointer to start with?

Thanks a lot,
Boris
------------------------------------------------------------------------------
Don't Limit Your Business. Reach for the Cloud.
GigeNET's Cloud Solutions provide you with the tools and support that
you need to offload your IT needs and focus on growing your business.
Configured For All Businesses. Start Your Cloud Today.
https://www.gigenetcloud.com/_______________________________________________
QuantLib-dev mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-dev

--
<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>

--
<http://leanpub.com/implementingquantlib/>
<http://implementingquantlib.com>
<http://twitter.com/lballabio>