inputs to yield term structures
Posted by
Slava D on
URL: http://quantlib.414.s1.nabble.com/inputs-to-yield-term-structures-tp11762.html
guys,
I am wondering how do you set up correctly Calendar in some YieldTermStructures - say at ZeroCurve.
its c-tor takes only dates, yields, dayCounter and interpolator.
there is no function to set the calendar.
do you always have to derive from ZeroCurve?
many thanks,
Slava
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