zero coupon bootstrapping example

[Andres.Manzanares]

        Hello,

        I am trying to use QuantLibXL for estimating a zero-coupon curve from bond prices, but I am stuck. I have instantiated Schedule and FixedRateBond objects for each of the bonds in my list. However, I can't find in the library documentation the method or the object that would bootstrap the curve. I would be very grateful for any help. (file is attached).

        Best regards,
        Andres

        <<Quantlib_test.xls>>

       

 

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