dual bootstrapping

Posted by Silvia Buttarazzi on
URL: http://quantlib.414.s1.nabble.com/dual-bootstrapping-tp16789.html

Hi, I'm new to QuantLib. I'd like to use quantlib add-ins in the excel spreadsheet.
I would like to bootstrap the swap vs 6 months curve assuming that the Eonia Curve is the discounting curve.
Firstly, I create the Eonia Curve.
Then, I set the EONIA Curve in the Discount Curve of the Swap Rate Helper when I built the SWAP vs 6M Curve, but it doesn't seem to work.
Please find enclosed my excel file. I would reaaly appreciate if someone could help me to fix this spreadsheet.
Thank you very much in advance.




 EoniaBootstrapQuantLib_v3.xlsx