From: Luigi B. <lui...@gm...> - 2013-05-31 15:00:35
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You can use interpolated curves. In Excel you can use qlDiscountCurve, qlZeroCurve or qlForwardCurve; they interpolate discount factors, zero yields or instantaneous forward rates, respectively. Luigi On Fri, May 31, 2013 at 1:17 PM, Grześ Andruszkiewicz <gan...@gm...> wrote: > Hi, > > I am currently using only flat curves for testing (e.g. qlFlatForward method > in Excel plugin). How can I create other curve shapes? This is mainly for > testing/demonstration purposes, I don't have any actual market data. > > Ciao, > Grzegorz > > ------------------------------------------------------------------------------ > Get 100% visibility into Java/.NET code with AppDynamics Lite > It's a free troubleshooting tool designed for production > Get down to code-level detail for bottlenecks, with <2% overhead. > Download for free and get started troubleshooting in minutes. > http://p.sf.net/sfu/appdyn_d2d_ap2 > _______________________________________________ > QuantLib-dev mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-dev > |