Which methods to expose to access Discount/FwdRate?
Posted by newbie73 on Sep 15, 2007; 1:50am
URL: http://quantlib.414.s1.nabble.com/Which-methods-to-expose-to-access-Discount-FwdRate-tp1361.html
I want to use the Short Rate models to generate spot curves / forward curves in discount factors and also in yields. Currently I am unable to access the discount function that is a part of the ShortRateTree class and the OneFactorAffineModel class.
Am I looking in the wrong place for this? I'm attempting to access this info by accessing some method that is a part of the ShortRateModel class. I'd like to do this: SwapRate(t) -> swap rate or Discount(t) -> discount factor
Any ideas on where to look to be able to do this?