Multiple Interest Rate Curve Bootstrapping
Posted by
DirkJonkman on
Mar 14, 2016; 4:41pm
URL: http://quantlib.414.s1.nabble.com/Multiple-Interest-Rate-Curve-Bootstrapping-tp17345.html
Hi,
According to the writers the codes used can be found on the QuantLib library. But I am not able to find these, I am a new user in the QuantLib community since today. Could someone explain to me where to find the materials from this paper and/or other multi curve bootstrapping related materials.
The writers refered to the location were the codes could be found is: "revision 18431 in the QuantLib SVN repository R01020x-branch".
Thanks in advance.
Kind regards,
Dirk Jonkman
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