[Quantlib-users] Any example that shows how to use the US Treasury yield curve to price options?

[Prasanna K. <pk...@ku...>]

Hello.
Are there any examples which show how to bootstrap the US Treasury yield curve, and then use them to price vanilla options?  The following is an example of the US Treasury yield curve.

Date	1 Mo	2 Mo	3 Mo	6 Mo	1 Yr	2 Yr	3 Yr	5 Yr	7 Yr	10 Yr	20 Yr	30 Yr
01/02/13	0.07	N/A	0.08	0.12	0.15	0.27	0.37	0.76	1.25	1.86	2.63	3.04

Any guidance would be appreciated.

Thanks.