Re: Quantlib/XL Enhancement to "FittedBondDiscountCurve" and simultaneously fitting "credit spread curves"

Posted by Ferdinando M. Ametrano-2 on Jun 28, 2010; 7:56am
URL: http://quantlib.414.s1.nabble.com/Adding-new-functions-to-blackcalculator-tp13518p13535.html

Hi Michael

> 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.

Replacing FixedRateBondHelper with BondHelper does compile
successfully (and no problem from the test suite), so the usage of
FixedRateBondHelper was probably just a legacy limitation and any kind
of Bond can be used now.
Am I missing something ?

ciao -- Nando

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