[Quantlib-users] Calculating forward rates and forward rate coupons with the yield curve which I already have

[isilay e. <ero...@gm...>]

Dear Luigi,

I just met with quantlib.

I try to understand from the examples how cash flows of floating rate bonds
are created.

But in the examples, I always see that yield curves are established from
scratch.



I want to calculate forward rates and forward rate coupons with the yield
curve which I already have.

(I don't want to construct a yield curve from scratch again - I have a zero
coupon yield curve)

And this way I want to create the cash flows of the floating bond. But I
could not understand how I could do this.

Can you help me on this issue?