Re: use DepositRateHelper to build a termstructure

Posted by jing lu on
URL: http://quantlib.414.s1.nabble.com/use-DepositRateHelper-to-build-a-termstructure-tp1034p1037.html

Hello Luigi and Toyin,

Thanks for the note. I did get the deposite rates back by
creating USDLibor index(tenor,curvehandle) object and then
call the fixing(date) method of it. BTW I am not familiar
with Unit Test Framework of Boost but I did build the test-suites
executable with visual studio 2003. Could you tell me how do I
run a specific test in piecewiseyieldcurve.cpp like testCurveConsistency(...)

Best,

Jing


Luigi Ballabio <[hidden email]> wrote:

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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