Hi Andreas,
Thanks for your response. My knowledge of C++ is fairly basic, so I'm having difficulty honing in on the relevant areas of the code. I notice, though, that FittedBondCurve does not use either ZeroYieldStructure or ForwardRateStructure classes. What I would like to do is refer to these classes, if possible, and conduct a simple bootstrap to obtain the zero curve.
Regards,
zcemr
Andreas Spengler-2 wrote:
Es schrieb ZCEMR10
> Can someone please show me a basic .cpp file that can demonstrate the use
> of the classes, based on basic user data?
Have a look at the FittedBondCurve example in the Examples/ subdirectory...
Rgds,
Andreas
------------------------------------------------------------------------------
Open Source Business Conference (OSBC), March 24-25, 2009, San Francisco, CA
-OSBC tackles the biggest issue in open source: Open Sourcing the Enterprise
-Strategies to boost innovation and cut costs with open source participation
-Receive a $600 discount off the registration fee with the source code: SFAD
http://p.sf.net/sfu/XcvMzF8H_______________________________________________
QuantLib-users mailing list
QuantLib-users@lists.sourceforge.net
https://lists.sourceforge.net/lists/listinfo/quantlib-users
