Re: Zero curve generation

Posted by Marco Marchioro-2 on Aug 22, 2002; 5:35am
URL: http://quantlib.414.s1.nabble.com/Zero-curve-generation-tp2145p2148.html

Xavier,
the PiecewiseFlatForward stores the curve in terms of the
forward rates, but you can obtain the zero coupon rates using
the method zeroYield (see class TermStructure for the exact interface).

Marco.

At 10:22 AM 8/22/02 +0200, you wrote:

>Hello,
>just a quick question on the zero curve generation.
> >From a term Structure 1W, 1M, 2M, 3M ..... I want the zero coupon rates.
>I found the class PiecewiseFlatForward but I understand that it's only to
>generate forward rates.
>Should I use ImpliedTermStructure to boostrap the curve and generate the
>zero rates or  PiecewiseFlatForward ?
>Thanks
>Xavier
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