From: Tawanda G. <tg...@gm...> - 2012-08-25 23:08:56
|
I am working on quantlib-swig and porting it to Lua. I have been working with the interest rate curves. They mostly work except at the output stage. I successfully created the PiecewiseFlatForward object "ff". When I issue the command print(ff:zeroRate(zDate,daycount,Annual) I get the output 0.443772 % Actual/360 Annual compounding Unfortunately I get the same string when I assign, which is generally not easy to work with. I would like to know how the other languages deal with it (Python for instance) and pointers to where I may be able to fix it. Thanks |