Bond Rate Helper
Posted by Chuck Hinman on Jun 21, 2005; 12:40pm
URL: http://quantlib.414.s1.nabble.com/Bond-Rate-Helper-tp10830.html
Hello,
How does one use QuantLib to value a bond portfolio? I am trying to use the FloatingRateBond class but I don't understand what YieldTermStructure to give it. I had thought to use PieceWiseFlatForward but I don't see a bond rate helper to construct a fixed rate bond instruments. What do other people use to construct their bond price curves? Or must I write a bond rate helper class?
Thank you, Charles Hinman