term structure if zero rates given

Posted by gigifaye29 on
URL: http://quantlib.414.s1.nabble.com/term-structure-if-zero-rates-given-tp5924.html

Hello,

I understand that we can create a yield term structure given bond prices etc.

But if I have my zero rates already(with corresponding key dates; but not prices), and I want to
create a term structure by interpolating this rates, is there any available class inherited from the TermStructure handling this directly?

I am aware of some alternatives to handle this but it would be nice to have  a direct way. For example,
It can be done by simply applying some Interpolation Class  but that way I will loss the convenience the TermStructure class provides in terms of implying forward rates and so forth.  Another way I have thought about is that I could translate my zero rates back to hypothetical zero bond prices and use rate helpers etc. to create a term structure - however, the extra step of rate-price conversion may introduce to some deviations so I'd avoid this as possible.

Appreciate your help!
Xin