OutPut in QuantLib

Posted by Lawrence Habahbeh on
URL: http://quantlib.414.s1.nabble.com/OutPut-in-QuantLib-tp14528.html

Dear All,

I am running the vanilla swap example and the build was fine.

I have few questions regarding the output :

1. how to get the Yield Curve::(  Forward rates ,and the discount factors with associated dates as output )

Date | 3-Month Forward rates | zero rates | Discount factors

1. Would like to use the Bootstrapped curve,and generate 10,000 scenarios and then reprice my swap of the simulated curves,total MtM are # of paths(10,000)* # time steps per year (in this case quarterly)= 40,000 MtM's

1. I Tried using  boost_archive_text to write output to text,but to no avail,how to achieve writing to text ?

attached the swap valuation file

Regards,

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