[Quantlib-dev] Serialising YieldTermStructure

[rajs1 <raj...@ho...>]

I have seen quite a few older posts on this. What I am trying to do is to
send the curve(s) data (in AVRO) along with the swaptrade (AVRO) together. I
want to avoid the bootstrap process - so want to resurrect
YieldTermStructure from, say, forward rates From 2012, this link:
http://quantlib.10058.n7.nabble.com/How-to-construct-a-curve-from-forward-rates-by-using-function-qlInterpolatedYieldCurve-td5242.htmltalks
about building a PiecewiseYieldCurve with TraitsID=ForwardRate. The curve
points will be represented internally as forward rates from which - I
presume - one could get back to YieldTermStructure. However, most examples
deal with QuantlibXL addin. Is there anyone who could point me to a bare
bones C++ skeleton (on which I can build and test please)? If there are
alternative ideas - I am happy to try and even post back blogs for
posterity. Thanks in advance



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