Could someone explain the term structures to me. The swap valuation
example builds a PieceWiseFlatForward term structure based on a vector of
RateHelpers. Firstly, can I ask what are these Helper classes - ie
RateHelper? Ive heard the term used outside of QUantLib.
Im looking to discount in a manner similar to Instrument::swap. I guess
this should work with any term structure passed in, for now Im just
looking to test discounting, based on a fixed interest rate, ie:
PresentVal = myCashflow->amount() *
termStructure_->discount(cashFlowDate); My problem is coming up with a
simple term structure to do this with. Which one should I be using? And
is there an example of its use anywhere?
Thanks in advance
Ben
--
Ben
[hidden email]
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