Re: Yield Curve Construction in QuantLib in C++ (Pavan Shah)

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Re: Yield Curve Construction in QuantLib in C++ (Pavan Shah)

tallent_e
Hi Pavan.

As Luigi recently commented, you should better rely on the codes contained in the "code samples" zip file available at http://quantlib.org/docs.shtml rather than copying/pasting from the pdf file.

:-)

Best,
Édouard

http://quantcorner.wordpress.com/

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Hello,

I am following Dimitri Reiswich's PDF notes, particularly on slide 92 in part 2 PDF, where he shows the code for the function testingYields2().

I cannot get that to work in visual studio.  It tells me 'InterpolatedDiscountCurve':undeclared identifier.

How can I get around this?

I have simply copied the code from this slide.

Thanks

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