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

[Ferdinando A. <na...@am...>]

code example shouldn't teach finance... and a comment about the need to use
ON discounting might be enough.
Maybe just bootstrap a discount curve with a single OISHelper...

On Mon, Jul 16, 2012 at 6:09 PM, Luigi Ballabio <lui...@gm...>wrote:

> 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
>