Posted by
Boafo, Theophilus on
Jan 09, 2013; 3:13am
URL: http://quantlib.414.s1.nabble.com/FW-Building-Yield-Curve-of-Zero-Rates-tp13877p13885.html
Hi Cheng,
vector<QuantLib::Date> yieldMaturities;
vector<Rate> yields
So once I populate yieldMaturities and yields, I build zero yield Curve as follow:
Handle<YieldTermStructure> yieldCurve(
boost::shared_ptr<InterpolatedZeroCurve<Linear>>(
new InterpolatedZeroCurve<Linear>(yieldMaturities,yields,
Actual365Fixed())));
Regards
Theo
-----Original Message-----
From: Cheng Li [mailto:
[hidden email]]
Sent: Wednesday, 9 January 2013 11:00 AM
To: Boafo, Theophilus;
[hidden email]
Subject: 答复: [Quantlib-users] FW: Building Yield Curve of Zero Rates
I think "InterpolatedZeroCurve" should do the work.
-----邮件原件-----
发件人: Boafo, Theophilus [mailto:
[hidden email]]
发送时间: 2013年1月9日 8:48
收件人: Cheng Li;
[hidden email]
主题: RE: [Quantlib-users] FW: Building Yield Curve of Zero Rates
Hi Cheng,
Please do you know the objects used to construct zero yield curves?
Regards
Theo
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