On Thu, Aug 13, 2009 at 7:35 PM, ssingh1<
[hidden email]> wrote:
> Is there a c++ equivalent for qlRateHelperSelection that arbitrates different
> set of rate objects (deposits, futures, swaps) to ones that should be used
> for the ZeroCurve construction.
there isn't
> If not, any suggestions?
If I'm not wrong Luigi asked that any RateHelper selection algorithm
to be in the application layer instead of the base library. It
shouldn't be hard to move the exixting algorithm from QuantLibAddin to
QuantLib
ciao -- Nando
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