Re: R: How to construct a curve from forward rates byusing function qlInterpolatedYieldCurve ?

Posted by Ferdinando M. Ametrano-3 on Aug 10, 2012; 2:39pm
URL: http://quantlib.414.s1.nabble.com/How-to-construct-a-curve-from-forward-rates-by-using-function-qlInterpolatedYieldCurve-tp5242p5244.html

On Fri, Aug 10, 2012 at 4:03 PM, Ballabio Gerardo
<[hidden email]> wrote:
> In fact, when you build a curve with TraitsID=ForwardRate, I guess it means
> INSTANTANEOUS forward rates. I’m not 100% sure of that, but that’s what I
> seem to understand from my tests (QuantLib developers please confirm?).

confirmed

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