Re: [Quantlib-dev] Question about building yield curve

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

You can start from the swap-valuation example in the QuantLib C++ release
(look into the folder Examples/Swap) or the tests for the bootstrapped
curve (test-suite/piecewiseyieldcurve.cpp).

Luigi

On Thu, Jul 16, 2015 at 3:34 PM Boris Chow <cho...@gm...> wrote:

> Thanks, either one would be fine to me. :)
>
> Sent from my iPhone
>
> On 16 Jul, 2015, at 9:26 pm, Luigi Ballabio <lui...@gm...>
> wrote:
>
> Hello Boris,
>     are you looking for examples in C++ or Excel?
>
> Luigi
>
> On Sat, Jul 11, 2015 at 5:18 PM Boris Chow <cho...@gm...> wrote:
>
>> Dear all,
>>
>> I am new to quantlib and would like to start reading documentation and
>> would like to get an idea about how quantlib create yield curve with
>> deposit rate / swap rate.
>>
>> Would some kindly give me an pointer to start with?
>>
>> Thanks a lot,
>> Boris
>>
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