Posted by
gbogaert on
Aug 04, 2009; 7:06am
URL: http://quantlib.414.s1.nabble.com/PiecewiseYieldCurve-YieldTermStructure-tp7868.html
Dear all,
I would like to understand better how QuantLib calculates a zero curve
with the class PieceWiseYieldCurve etc. Could you please give me some
example of readings to understand the rationale behind?
I read the documentation written by M. Ballabio and I recently bought
the book written by M. Mercurio et al. but I am not sure that is enough.
Thank you in advance for your hints.
Have a nice week.
Regards,
Gilles Bogaert
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