getting DiscountCurve from Zero Yield Curve

Posted by Eduardo Montoya on Dec 04, 2008; 5:34pm
URL: http://quantlib.414.s1.nabble.com/getting-DiscountCurve-from-Zero-Yield-Curve-tp6932.html

Hello everyone,

I would like to know if there is a QuantLib method for obtaining a vector of discount factors
given a vector of rates?

something like:

std::vector<DiscountFactor> zero2discount(std::vector<Rate> curveRates, std::vector<Date> curveDates, Date SettlementDate, Compounding, DayCounter);

thanks in advance for your answers!

Regards,

Eduardo

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