Re: use DepositRateHelper to build a termstructure

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/use-DepositRateHelper-to-build-a-termstructure-tp1034p1036.html

On Mon, 2007-06-18 at 14:50 +0100, Toyin Akin wrote:
> Dposit rate and zero rates are not the same thing.

True. You can look at the testCurveConsistency function in
test-suite/piecewiseyieldcurve.cpp to see how deposit rates can be
retrieved.

Luigi


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