Posted by
George Wang on
Apr 20, 2015; 11:44pm
URL: http://quantlib.414.s1.nabble.com/OIS-dual-curve-discounting-tp15040p16506.html
Hi Luigi,
Hope you have time to work on this example soon. I am very interested in this as well. I just bought the "Implementing Quantlib" ebook hoping to find something related to dual curve, but it seems not there based on my quick browse.
Thanks,
George
Sent from my iPhone
> On Mar 28, 2014, at 12:11 PM, Luigi Ballabio <
[hidden email]> wrote:
>
> 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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