Bootstrapping zero-rate curve
Posted by ZCEMR10 on
URL: http://quantlib.414.s1.nabble.com/Bootstrapping-zero-rate-curve-tp7387.html
Dear all,
I am new to QuantLib, and I would like to construct some code to generate a zero-rate curve, applying the bootstrap method to calculate zero rates for Treasuries using Treasury bond prices. I would be grateful if anyone could point me to suitable classes for this purpose.
Thank you.
zcemr