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

[<ben...@ma...>]

QuantlibXL has qlInterpolatedYieldCurve which takes dates and either discount factors, Zero rates, or Forward Rates

 

That curve is then able to sued for pricing or calculating forwards.

 

Regards

 

Ben

 

From: isilay erol <ero...@gm...> 
Sent: Thursday, 8 October 2020 4:38 PM
To: qua...@li...
Subject: [Quantlib-users] Calculating forward rates and forward rate coupons with the yield curve which I already have

 

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?