Re: [Quantlib-dev] PiecewiseYieldCurve, YieldTermStructure

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

Dear QL users and developers,

Further question: When I create my ratehelper objects(deposit and
swaps), I give all the specifications concerning these rates. Then I
create the object PiecewiseYieldCurve giving this vector of ratehelper
objects in order to get the zero rates back at certain dates. I have not
found/understood yet where the bootstrapping is done. Where do you
calculate back the different yield from the ratehelpers and where it is
interpolated? Could you just tell me the name of the classes, I will
look at them afterwards and try to understand?

Thanks in advance for your help.

Gilles
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