Vanilla Swaps & Forward Curves

Posted by newbie73 on Jun 19, 2007; 12:38pm
URL: http://quantlib.414.s1.nabble.com/Vanilla-Swaps-Forward-Curves-tp1039.html

1. I've setup an XL sheet that creates a Term Structure using LogLinear interpolation to price a set of Vanilla Swaps.  I am curious if there are any other setups I should be using to do this.  Is it possible to price a swap using one of the Short Rate models?  Are there other YieldTermStructure implementations that you guys use which are not readily visible in the example spreadsheets?

2. When using PieceWiseYieldCurve to generage a series of 3m forward rates, the resulting plot of the rates is extremely choppy.  At a glance it seems as if the choppiness appears on the dates used for each swap rate.  How can one generate a smooth forward curve?