Re: Bootstrapping zero-rate curve

Posted by ZCEMR10 on Feb 27, 2009; 11:49am
URL: http://quantlib.414.s1.nabble.com/Bootstrapping-zero-rate-curve-tp7387p7393.html

Hi Andreas,

Thanks for your response. My knowledge of C++ is fairly basic, so I'm having difficulty honing in on the relevant areas of the code. I notice, though, that FittedBondCurve does not use either ZeroYieldStructure or ForwardRateStructure classes. What I would like to do is refer to these classes, if possible, and conduct a simple bootstrap to obtain the zero curve.

Regards,

zcemr

Andreas Spengler-2 wrote

Es schrieb ZCEMR10

> Can someone please show me a basic .cpp file that can demonstrate the use
> of the classes, based on basic user data?

Have a look at the FittedBondCurve example in the Examples/ subdirectory...

Rgds,

Andreas


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