YieldCurve from discount factors

Posted by Shuaib Osman on
URL: http://quantlib.414.s1.nabble.com/YieldCurve-from-discount-factors-tp7795.html

Hi,

Is there any way in quantlib not to create a yieldcurve from ratehelpers (the usual depo/fra/future/swap ones) but instead to import an existing yield curve (a zero curve that starts today and has every point till 20 years from now). I've tried creating deposit rate helpers for each day but I keep getting the "two instruments have the same maturity" error.

So, in short, I've got all the discount factors - I need to create a yieldcurve object.

Thanks.