Posted by
Luigi Ballabio on
Apr 04, 2013; 7:27am
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-users-Digest-Vol-82-Issue-8-tp14157p14189.html
OISRateHelper can be used to build a curve on overnight swaps.
SwapRateHelper can take the OIS curve as a discount curve when
bootstrapping Libor curves. In both cases, the curve is an
instantiation of PiecewiseYieldCurve. That's about it, I guess.
Luigi
On Tue, Apr 2, 2013 at 4:40 PM, Theo Boafo <
[hidden email]> wrote:
> Hi Luigi,
>
> Can you please pin point exactly which classes in 1.2 have the multicurve
> boostrapping?
>
> Regards
>
> Theo
>
>
>
> -----Original Message-----
> From: Luigi Ballabio <
[hidden email]>
> To: Theo Boafo <
[hidden email]>
> CC: QuantLib QuantLib <
[hidden email]>;
> quantlib-dev-request <
[hidden email]>
> Sent: Thu, 21 Mar 2013 16:50
> Subject: Re: [Quantlib-users] QuantLib-users Digest, Vol 82, Issue 8
>
>
> On Thu, Mar 21, 2013 at 5:43 PM, Theo Boafo <
[hidden email]> wrote:
>>
>> Ok, how does one get acces to the the branch code and work books used to
>> calculate data and charts?
>
>
>
> Just download the 1.2 releases of QuantLib and QuantLibXL. They're all
> there.
>
> Luigi
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