Posted by
Luigi Ballabio on
Mar 28, 2014; 4:11pm
URL: http://quantlib.414.s1.nabble.com/OIS-dual-curve-discounting-tp15040p15098.html
Hello,
apologies for the delay: I had a busy month both at work and at
home and I had to drop the ball on the mailing list.
I'll try and make such an example in the coming month.
Luigi
On Thu, Feb 27, 2014 at 3:12 PM, Mahendra Singh <
[hidden email]> wrote:
> Hi, is there an example of using quantlib to build a curve using ois dual
> curve discounting?
> Currently using fincad to do this but would like to compare with quantlib.
>
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