[Quantlib-dev] Yield Curve fitting with OIS/Libor, Stochastic vol/Stochastic rates

[<tb...@ao...>]

Hi Luigi,
 I am looking at piecewiseyieldcurve.cpp in testsuite, I have the following
uestions:
 (a) what is BMA?
(b) what does this code below do, RelinkableHandle<YieldTermStructure>
curveHandle;curveHandle.linkTo(vars.termStructure);
(c) Is there any code boostrapping OIS and Libor simultaneously, as that
seems to be the way now for yieldcurve building and fitting and I want to
understand how that works.
 (d) Is there any thing on hybrids eg. FX/IR ie PRDC or EQ/IR where rates is
long-dated so using say Heston or Bates Stochastic vol model with Stochastic rates using Hull/White?
Regards
Theo