http://quantlib.414.s1.nabble.com/constructing-a-yield-curve-using-QuantLib-tp15717p15725.html
thank you so much Whit
i was able to construct a yc per the link.
however, when i call the zeroRate method i always get the first rate 0.122% that i inserted regardless of the date in the first argument. This is the first deposit rate quote Rate d1wQuote=0.00122;
the discount function also just returns 1 all the time. i believe these two functions belong to class YieldTermStructure.
here is my code snippet. Assume everything is set up as in the link in your email above.
std::cout<<"the zero rate at t+8m : " << depoSwapTermStructure->zeroRate(todaysDate + 8*Months,depositDayCounter,Simple)<<std::endl;
std::cout<<"the 8month zero price to be used for discounting "<<depoSwapTermStructure->discount(todaysDate + 8*Months) <<std::endl;
depoSwapTermStructure is from
boost::shared_ptr<YieldTermStructure>depoSwapTermStructure(new PiecewiseYieldCurve<Discount, LogLinear>(settlementDate,depoSwapInstruments,termStructureDayCounter, tolerance));
anyone , any ideas?
thanks
Pavan