yield curve manipulation
Posted by
Siddharth Alexander on
URL: http://quantlib.414.s1.nabble.com/yield-curve-manipulation-tp1243.html
Hi,
Once I've built a yield curve is it possible to manipulate it in the following ways:
I want to be able to shift rates up 1 bp and create a new curve from within the code. I have an inkling this may not exist, so is it possible to extract all the data points used to build the YC given a YC handle? This way, I can clone the data, adjust the inputs by 1bp and build a new curve.
Thanks for your help!
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