Re: Paper on Everything You always wanted to know about Multiple Interest Rate Curve Boostrapping But were Afraid to Ask

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Re: Paper on Everything You always wanted to know about Multiple Interest Rate Curve Boostrapping But were Afraid to Ask

Boafo, Theophilus
 
Hi Ferdinando,

Please which part of the quantlib code shows the implemenation of
Multiple Interest Rate Curve Boostrapping?

Regards

Theo

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Re: Paper on Everything You always wanted to know about Multiple Interest Rate Curve Boostrapping But were Afraid to Ask

Ferdinando M. Ametrano-3
On Tue, Mar 19, 2013 at 4:36 AM, Boafo, Theophilus <[hidden email]> wrote:
Please which part of the quantlib code shows the implemenation of
Multiple Interest Rate Curve Boostrapping?

the branch R01020x-branch includes all code and workbooks used to calculate data and charts: all results can be obtained using the VBA framework.

Unfortunately to provide a detailed how-to guide is not feasible for me anytime soon

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