Re: [Quantlib-users] Curves

[Kirill S. <ksh...@gm...>]

Hi Luigi!

Btw, is there any curve building algorithm for illiquid bonds?
Thanks!

Cheers,
Kirill
Am 29.01.2014 20:41 schrieb "Luigi Ballabio" <lui...@gm...>:

> Hello,
>     there's no need to get that particular revision. The
> implementation is still available in the latest release.
>
> Luigi
>
> On Wed, Jan 29, 2014 at 5:31 PM, Mbongo Nkounga Jeffrey Ted Johnattan
> <ted...@ym...> wrote:
> > Dear all,
> >
> > I am working on Curves, I would like to download and test the
> implementation
> > done by  FERDINANDO M. AMETRANO AND MARCO BIANCHETTI in their paper
> > ''BOOTSTRAPPING THE ILLIQUIDITY MULTIPLE YIELD CURVES CONSTRUCTION FOR
> > MARKET COHERENT FORWARD RATES ESTIMATION''
> >
> > The paper states that the code can be found at revision 15931 in the
> > QuantLib SVN repository. However, at the beginning of June 2013, the
> > QuantLib project migrated its code repository to Git and I don't know
> how to
> > access it now.
> >
> > Please can you help me?
> >
> > Thanks in advance!
> >
> >
> > Regards,
> >
> > Jeffrey
> >
> >
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