On Thu, 2011-08-04 at 16:02 +0800, Shuo Wang wrote:
> I would like to ask if there a buildin function that can return a
> vector of discount factors and zero rates from a yield curve and a
> schedule. have done searching for a while, but couldnt find it, just
> would to make sure.
No, there's no builtin. You'll have to write your own loop.
Luigi
--
Blessed is the man who, having nothing to say, abstains from giving
wordy evidence of the fact.
-- George Eliot
------------------------------------------------------------------------------
BlackBerry® DevCon Americas, Oct. 18-20, San Francisco, CA
The must-attend event for mobile developers. Connect with experts.
Get tools for creating Super Apps. See the latest technologies.
Sessions, hands-on labs, demos & much more. Register early & save!
http://p.sf.net/sfu/rim-blackberry-1_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
