Re: Curves

Posted by jeffrey on
URL: http://quantlib.414.s1.nabble.com/Curves-tp14920p14925.html

Dear Luigi,

Could you please give me the path to access the implementation in the latest release ?

Thanks.

Le Mercredi 29 janvier 2014 23h13, Kirill Shemyakin <[hidden email]> a écrit :

Hi Luigi!

Btw, is there any curve building algorithm for illiquid bonds?
Thanks!

Cheers,
Kirill

Am 29.01.2014 20:41 schrieb "Luigi Ballabio" <[hidden email]>:

Hello,
    there's no need to get that particular revision. The
implementation is still available in the latest release.

Luigi

On Wed, Jan 29, 2014 at 5:31 PM, Mbongo Nkounga Jeffrey Ted Johnattan
<[hidden email]> wrote:
> Dear all,
>
> I am working on Curves, I would like to download and test the implementation
> done by  FERDINANDO M. AMETRANO AND MARCO BIANCHETTI in their paper
> ''BOOTSTRAPPING THE ILLIQUIDITY MULTIPLE YIELD CURVES CONSTRUCTION FOR
> MARKET COHERENT FORWARD RATES ESTIMATION''
>
> The paper states that the code can be found at revision 15931 in the
> QuantLib SVN repository. However, at the beginning of June 2013, the
> QuantLib project migrated its code repository to Git and I don't know how to
> access it now.
>
> Please can you help me?
>
> Thanks in advance!
>
>
> Regards,
>
> Jeffrey
>
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