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From: Liu Y. <yml...@gm...> - 2017-11-30 15:40:16
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I think you can refer to the tutorial provided on documentation link: http://quantlib.org/slides/dima-ql-intro-2.pdf#page87 There you can find the example to create a yield curve from discount factors input. Yiming > On Nov 30, 2017, at 10:35 AM, laaouini anas via QuantLib-users <qua...@li...> wrote: > > 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. > ------------------------------------------------------------------------------ > Check out the vibrant tech community on one of the world's most > engaging tech sites, Slashdot.org! http://sdm.link/slashdot > _______________________________________________ > QuantLib-users mailing list > Qua...@li... > https://lists.sourceforge.net/lists/listinfo/quantlib-users |