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

[Boris C. <cho...@gm...>]

Thanks Luigi! :)

Sent from my iPhone

> On 16 Jul, 2015, at 10:18 pm, Luigi Ballabio <lui...@gm...> wrote:
> 
> 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
>>>> ------------------------------------------------------------------------------
>>>> Don't Limit Your Business. Reach for the Cloud.
>>>> GigeNET's Cloud Solutions provide you with the tools and support that
>>>> you need to offload your IT needs and focus on growing your business.
>>>> Configured For All Businesses. Start Your Cloud Today.
>>>> https://www.gigenetcloud.com/_______________________________________________
>>>> QuantLib-dev mailing list
>>>> Qua...@li...
>>>> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
>>> 
>>> -- 
>>> <http://leanpub.com/implementingquantlib/>
>>> <http://implementingquantlib.com>
>>> <http://twitter.com/lballabio>
>>> 
> 
> -- 
> <http://leanpub.com/implementingquantlib/>
> <http://implementingquantlib.com>
> <http://twitter.com/lballabio>