Re: Multicurve discounting

Posted by DirkJonkman on Mar 22, 2016; 7:36pm
URL: http://quantlib.414.s1.nabble.com/Multicurve-discounting-tp9444p17357.html

Hi Nando,

Where can if find some documentation on how to do this? Currently looking into the curve construction approaches that were presented in "Everything you always wanted to know about multiple interest rate curve bootstrapping but were afraid to ask". Currently working with QuantLib in Python.

Thanks in advance.

Kind regards,

Dirk Jonkman