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zero curve

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zero curve

Xavier.Abulker
106 posts
Dear Quantlib users,
I'm discovering quantlib and I would like to implement it.
The first exercice I'm trying to do is to setup a yield curve and retrieve
the corresponding zero rates.
The syntax looks very hard to use, could someone send me simple examples to
help me to understand how to use these librairies.

Best Regards

Xavier Abulker
Fimat Banque




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AW: zero curve

Jens Thiel
46 posts
> The first exercice I'm trying to do is to setup a yield curve and retrieve
> the corresponding zero rates.

See Examples/Swap/swapvaluation.cpp

> The syntax looks very hard to use, could someone send me simple
> examples to help me to understand how to use these librairies.

A quick introduction to C++ templates will help a lot ;-)


Jens.