how to get discretely compounded zero rates

Posted by jing lu on
URL: http://quantlib.414.s1.nabble.com/how-to-get-discretely-compounded-zero-rates-tp1090.html

Hello All,

I would like to know how to request monthly compounded zero rates from
a termstructure  using the zeroRate member function. From example in
test-suites I see one can request continuously compounded zero rates
with termStructure_->zeroRate(testDate, rfdc,Continuous, NoFrequency);
However if I use termStructure_->zeroRate(testDate, rfdc,Compounded, Monthly);
the program crashes. Can anyone help to explain how to setup Compounding
and Frequency parameters for this method to get monthly compounded rate.

Thanks,

Jing

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