Re: rebuild a YieldTermStructure from discrete data

Hi,

This question relates to my current project RQuantLib. Is it possible
to reconstruct a YieldTermStructure object from the following data

> data.frame(curves$time, curves$zero)
   curves.time curves.zero
1           0.0  0.03907353
2           0.1  0.03763962
3           0.2  0.03792946
4           0.3  0.03772951
5           0.4  0.03688215
6           0.5  0.03595016
7           0.6  0.03518703
8           0.7  0.03446887
9           0.8  0.03394159
10          0.9  0.03374615
11          1.0  0.03372845
12          1.1  0.03378364
13          1.2  0.03390000
14          1.3  0.03404539
15          1.4  0.03418891
....
90          8.9  0.05042988
91          9.0  0.05056532
92          9.1  0.05069762
93          9.2  0.05082671
94          9.3  0.05095246
95          9.4  0.05107479
96          9.5  0.05119360
97          9.6  0.05130878
98          9.7  0.05142024
99          9.8  0.05152787
100         9.9  0.05163158
101        10.0  0.05173125

the 'curves' object is built from this data using quantlib

tsQuotes <- list(d1w  =0.0382,
                d1m  =0.0372,
                fut1=96.2875,
                fut2=96.7875,
                fut3=96.9875,
                fut4=96.6875,
                fut5=96.4875,
                fut6=96.3875,
                fut7=96.2875,
                fut8=96.0875,
                s3y  =0.0398,
                s5y  =0.0443,
                s10y =0.05165,
                s15y =0.055175)

Thanks.

-k

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