[Quantlib-dev] Forward rates interpolation

[Alexey <al...@li...>]

Hi 

I am new in QuantLib and probably questions like this have been already discussed. If so, point me to the right answer please.

I’d like to elaborate "test-suite/marketmodel.cpp" and adapt it for my needs.

First of all I need a way to interpolate the real market forward rates (the ones received from Bloomberg, for example) and to get rates that would correspond my payment dates.

I.e. I need to create something similar to todaysForwards from the test using forward rates from the market.

There are several possibilities to do that in QuantLib.
But what is the common way for it?
Do I need to use YieldTermStructure or some of its subclasses?
What subclass is better suit such needs?

Thanks a lot,
Alexey