>From:
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>To:
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>CC:
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>Subject: [Quantlib-users] curve bootstrapping
>Date: Fri, 10 Mar 2006 10:40:06 +0100
>
>
>Hi Luigi;
>
>In the curve bootstrapping method , for each instrument , quantlib solves
>the following equation using newton optimistaion : the implied quote - the
>theoritical quote =0.0 by adjusting the discount factor.
>This costs a lot, why don't we just solve price of each instrument =0.0
>?
>
>Because by calculating the theoritcal quote , it's easy when you have a
>swap, the implied quote (the swap rate) is a closed formula but if you have
>another instrument, sometimes it's quite difficult.
>
>And We can't change the quoteError() function in rateHelper because the
>method is public ?
>
>
>Regards.
>
>
>
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