NPV and Zero Curve

Posted by gigifaye29 on
URL: http://quantlib.414.s1.nabble.com/NPV-and-Zero-Curve-tp5874.html

Hello,

I have two questions and would appreciate your help.

1. I am wondering if Quantlib currently has the functionality to take a vector of irregular cash flows, a vector of dates on which those CFs occur, and a vector of zero rates obtained from interpolation and bootstrapping as parameters, and then calculate the present value of the CFs.

2. I understand Quantlib has the interpolation and curve fitting methods that allow us to create a curve given   key rates. I managed to generate a zero-curve based on this. However, I am wondering if Quantlib is able to return me zero rates on any points on the zero-curve(those not falling exactly on the key dates I used as input)? For example, I used T-rates on Jan1,2008, Feb1,2008, Mar 1, 2008.... to build the zero-curve, but I would want to get zero-rates on Feb25,2008, for example.

Thanks a lot in advance,
Xin