Re: [Quantlib-dev] QuantLib-dev Digest, boostrapping multiple interest rate yield curves

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

On Mon, Jul 16, 2012 at 6:02 PM, Ferdinando Ametrano <na...@am...> wrote:
> I would just add a fictitious flat discount curve in the existing
> bootstrapping example, passing it to the SwapRateHelpers. A realistic
> coherent dataset would get old anyway without adding to much to the
> example logic.

Except that it doesn't seem clear to many people how to get the discount curve.
A given dataset might get old, but it would at least show what
instruments to use and how.

Luigi