Re: [Quantlib-users] Bloomberg FWCV and QuantLib

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

On Sat, 2008-05-24 at 12:09 -0700, Marcus Epstein wrote:
> Does anybody know how to build a term structure that will produce the
> same spot rates BBG shows in the FWCV screens?

Hi Marcus,
	how is the Bloomberg curve defined? For example, what does it
interpolate (discounts? zero rates? continuous or compounded?) and what
interpolation does it use?

Luigi


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