[Quantlib-dev] PiecewiseYieldCurve, YieldTermStructure

[Bogaert, G. <gil...@kp...>]

Dear all,

I would like to understand better how QuantLib calculates a zero curve
with the class PieceWiseYieldCurve etc. Could you please give me some
example of readings to understand the rationale behind? 
I read the documentation written by M. Ballabio and I recently bought
the book written by M. Mercurio et al. but I am not sure that is enough.

Thank you in advance for your hints. 

Have a nice week.

Regards,
Gilles Bogaert
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