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

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

On Mon, Jul 16, 2012 at 6:55 PM, Ferdinando Ametrano <na...@am...> wrote:
> code example shouldn't teach finance...

It can teach what classes to use without hunting in the code, though.
Like the current bootstrapping example does.

Anyway, how about we just agree to disagree, you point me at a
spreadsheet in the QuantLibXL tree where you do the
double-bootstrapping thing, and someone else takes care of the rest?

Luigi