Re: z-spread

Posted by paolo baroni on
URL: http://quantlib.414.s1.nabble.com/z-spread-tp15361p15363.html

Thanks Luigi.
P

Il 04/giu/2014 12:01 "Luigi Ballabio" <[hidden email]> ha scritto:

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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Learn Graph Databases - Download FREE O'Reilly Book
"Graph Databases" is the definitive new guide to graph databases and their
applications. Written by three acclaimed leaders in the field,
this first edition is now available. Download your free book today!
http://p.sf.net/sfu/NeoTech
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