[Quantlib-users] Rate curves with Nelson Siegel Svensson

[Claudio D'A. <cla...@so...>]

Hello all,

let me introduce myself, I'm a java developer, I need to modify an 
application that is usimg quantlib (via SWIG).

Currently this application is creating curves using the class 
PiecewiseYieldCurve and passing rates like RfaRate and DepositRate, both 
using a SimpleQuote containing the yield value of the rate.

Now I would interpolate/fit the curve using the NSS, checking the API 
seems the only class that can implement this fitting is the 
FittedBondDiscountCurve. Unfortunately this class wants in input a 
BondHelper or a Fixed RateBondHelper, both of them work using bond data 
and the price.

Is it possible to implement a curve using the NSS but with rates with 
only yield values (naturally with other data but not a bond and a price 
as input).

I don't know if I was clear, unfortunately I don't have experience with 
quant, quantlib and C++ and I need help in order to understand better 
and  resolve my issue.

Thank you very much in advance to all.


Claudio