zero curve given discount curve

[Khanh Nguyen]

Hello,

I want to implement this function from matlab
http://www.mathworks.com/access/helpdesk/help/toolbox/finance/disc2zero.html
, is InterpolatedDiscountCurve
(file:///home/knguyen/work/gsoc2009/QuantLib-docs-0.9.7-html/class_quant_lib_1_1_interpolated_discount_curve.html)
what I need?

Thanks

-k

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[주명식]

As long as I know, you can fulfill your purpose with InterpolatedDiscountCurve.

 

Best Regards,

On Fri, Jul 24, 2009 at 4:24 PM, Khanh Nguyen <[hidden email]> wrote:

Hello,

I want to implement this function from matlab
http://www.mathworks.com/access/helpdesk/help/toolbox/finance/disc2zero.html
, is InterpolatedDiscountCurve
(file:///home/knguyen/work/gsoc2009/QuantLib-docs-0.9.7-html/class_quant_lib_1_1_interpolated_discount_curve.html)
what I need?

Thanks

-k

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