Posted by
Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/z-spread-tp15361p15362.html
Yes, use PiecewiseZeroSpreadedTermStructure instead.
Luigi
On Wed, Jun 4, 2014 at 11:39 AM, Paolo Baroni <
[hidden email]> wrote:
> Hi! Is there a way in the function 'ZeroSpreadedTermStructure' to pass it a
> z-spread as a vector (set of values for different maturities)?
>
> Thanks
>
> Paolo
>
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"Graph Databases" is the definitive new guide to graph databases and their
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