Hi Everyone
I just downloaded the Quantlib Library for C++.. I am
kind of interested in the generic curve library which
is there
Can some one send me some documentation with
respect to this
Also I have couple of questions regarding this
1. What is the compounding frequency of the computed
forward rates ? Is it all expressed in Mey ?
2. I just tried creating a sample curve corresponding
the USD swap curve in Bloomberg (S23) but the spot
rates and forward rates which I get from the Quantlib
library doesnt tie with the Bloomberg values.. I am
not sure whether Bloomberg displays the results as Bey
or Mey.
3. Also it will be good to include Treasury Bonds and
Bills as part of the instruments that can be
supported
Any help would be greatly appreciated
Thanks and Regards
Suresh
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