[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.html

talks 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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