Re: Re: piecewise flat forward algorithm

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/piecewise-flat-forward-algorithm-tp3876p3881.html

On 07/04/2005 03:30:53 PM, David Palmer wrote:
> In the real world, negative rates occur when the spot rate is below
> the inflation rate. This happens enough that it cannot be ignored.  
> The forward rates truly contain all market assumptions regarding the
> inflation rate and the predicted response to reinvestment! Sorry for
> this programmatically useless information.

However, it is useful for putting things in context.

> Since I cannot get MSVC to compile QL due to it telling me it cannot
> find the calendar libraries, I can be of no more help.

Do you have more details? What VC version? What error do you get  
exactly?

Later,
        Luigi

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The purpose of abstraction is not to be vague, but to create a new
semantic level in which one can be absolutely precise.
-- W.E. Dijkstra