http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13534.html
> Hi Michael.
>
> Did this bit of code ever get added to the trunk? If not, I'd certainly like
> to see it - I'm trying to imply an inflation index from inflation-linked
> gilts in QLXL, and the starting point would be a discount curve from normal
> gilts. And I'm new too :)
>
> Anthony
>
>
> Michael Waßmann wrote:
> >
> > Hi there,
> >
> > I am using Quantlib for a bit, and I started to develop some enhancements
> > to the library.
> >
> > As I am new to Quantlib development, I am not sure about the right
> > procedure to supply source code to QuantLib. How and with whom can/should
> > I discuss my solution? Is there anybody who can help me?
> >
> > These are my topics:
> > 1)
> > I developed a minor enhancement to QL, allowing to use
> > ZeroBonds in class "FittedBondDiscountCurve", furthermore I
> > added the complete "FittedBondDiscountCurve" functionality to
> > QuantlibAddin / XL, to be able to calculate the curve
> > fitting in XL.
> > I would like to provide these enhancement to the project or
> > someone who will review these changes to ensure that they
> > are conform to the coding styles from Quantlib.
> > Can you please let me know how to continue or whom to contact?
> >
> > 2)
> > Currently I am working on simultaneously fitting credit
> > spread curves based on coporate bonds with different ratings
> > as input.
> > In other words: I am simultaneously fitting multiple sets of
> > bonds (Fixedratebonds and Zerobonds) for different ratings.
> > For each set of bonds I am calculating the spread on top of
> > a basis curve (e.g. Swapcurve) which will be simultaneously
> > fitted with a simplified Nelson-Siegel method. The fit is
> > done with constraints, so that the resulting curves have the expected
> > behaviour.
> > This functionality is completely available in XL (and QuantLibAddin) as
> > well.
> > Might this be of interest for the QL-project? Please let me
> > know.
> >
> > Kind regards
> >
> > Michael
> >
> >
> >
> >
> >
> >
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