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From: Francois B. <ig...@gm...> - 2018-07-27 17:31:51
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hi, I have a set of dates and forward rates and can successfully build an InterpolatedForwardCurve. However, from https://www.youtube.com/watch?v=pc1yOmxU2GQ I understand that I cannot change the reference date for this curve, which is what I want to do. So it seems I have to use a piecewise flat forward curve. But what rate helpers must I pass to the constructor? I hoped that there would be some generic ForwardRateHelper so that I can just pass through. Or is there a better approach? thanks Francois Botha |