Hazard Rates Interpolator QLXL

Posted by Любовь Волкова on Jun 11, 2015; 12:28pm
URL: http://quantlib.414.s1.nabble.com/Hazard-Rates-Interpolator-QLXL-tp16657.html

Hi everyone

i had a question regarding interpolator for hazard rates bootstrapping in qlxl. I use qlPiecewiseHazardRateCurve function and tried to pass interpolator as string ("BackwardFlat") as well as id of interpolator object created using qlInterpolation function. In both cases I get a failure message "Unrecognized interpolator". In which format should I pass the interpolation method?

Many thanks

Lyuba

------------------------------------------------------------------------------

_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users