Re: Curves over Eonia

Posted by BP_QLibXL_User on Apr 25, 2012; 9:47am
URL: http://quantlib.414.s1.nabble.com/Curves-over-Eonia-tp221p225.html

Hi Nando and Kaya,
I'd like to second Francois' request. Bootstrapping a Euribor over Eonia curve would be really useful.

Is it possible without adding anything to the current version of the .xla? (If so, a stand alone example sheet would be incredibly helpful.)


Many thanks,
Brian


>
>
> Hi Nando,
>  
> Thanks for the answer. It worked, I could bootstrapp a Euribor over
eonia curve.  

Hello
I want to do exactly the same thing and i didn't understand how you did it
Do you have more explanation  ?
Thanks in advance
Regards
Francois