Re: Curves over Eonia
Posted by
Ferdinando M. Ametrano-3 on
May 07, 2012; 10:46am
URL: http://quantlib.414.s1.nabble.com/Curves-over-Eonia-tp221p226.html
The only help I can currently provide is to point at SwapRateHelper,
where you'll find the input parameter for an exogenous curve to be
used for discounting while bootstrapping a forwading curve.
As for updating the standalone examples, I'll try to do that before next release
ciao -- Nando
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