Re: [Quantlib-dev] [Quantlib-users] ZeroSpreadedTermStructure

[Luigi B. <lui...@gm...>]

On 07/31/2006 11:02:40 AM, Roland Lichters wrote:
> I'd like to propose adding a slightly generalized version (I called =20
> it "ZeroSpreadTermStructure") to the library that takes a vector of =20
> spread quotes and interpolates linearly between them, see the =20
> attached file.

Roland,
	thanks for the patch---yes, I'm interested in the feature. I'll =20
have a look at it when I come back from vacation (2 weeks starting =20
tomorrow.)

Later,
	Luigi


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There are two ways to write error-free programs; only the third one =20
works.
-- unknown