Curves over Eonia

Posted by sarpkacar on Aug 08, 2011; 7:54pm
URL: http://quantlib.414.s1.nabble.com/Curves-over-Eonia-tp221.html

Hi QL-Community,

I am interested in bootstrapping  tenor specific forward  curves over Eonia, matching the corresponding swap quotes in the market. Is it possible to do this in QL? I checked the source code. It seems that the iterative bootstrapping algorithm uses the same curve for forwards and discounting. What I need is, for example  given Eonia discount curve, bootstrap a 3M forward curve to match  quoted 3M swap rates. Is it possible to separate in QL discount and forward curves?

Cheers,
Kaya