dual bootstrap question

Posted by Magnus Nystrom-3 on
URL: http://quantlib.414.s1.nabble.com/dual-bootstrap-question-tp14144.html

Hi,

I'm wondering if the dual bootstrap functionality in Quantlib provides for a
way to guarantee that different tenor curves will not cross each other eg.
that a 6m fwd curve does not go below a 3m fwd curve. I suppose the only way
to do this is to simultaneously bootstrap all tenors. Thanks.

/Magnus



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