Re: [Quantlib-dev] [Quantlib-users] How to construct a YieldTermStructure QuantLibObject from a list of Discount factors?

[<fab...@gm...>]

Hi,

 

I believe you can create such a curve using one of the 3 public constructors of the InterpolatedDiscountCurve class (ql\termstructures\yield\discountcurve.hpp), which is documented here: http://quantlib.org/reference/class_quant_lib_1_1_interpolated_discount_curve.html#details

 

Regards,

Fabrice Lecuyer

 

From: laaouini anas [mailto:laa...@ya...] 
Sent: Thursday, November 30, 2017 4:35 PM
To: lui...@gm...; qua...@li...; qua...@li...
Subject: [Quantlib-users] How to construct a YieldTermStructure QuantLibObject from a list of Discount factors?

 

Hello everybody,

 

I have a question for you:

How to construct a YieldTermStructure C++ QuantLib Object from a list of Discount factors?

The Quantlib classes and methods are not sufficiently documented. For example, if someone wants

to know how a given method of a class works, he must look at its implementation.