[Quantlib-dev] Zero coupon rates

[Andre L. <An...@de...>]

Hi all,

I am looking for a zero-coupon rate from a termstructure. I have been
thinking of the following (assuming annual compounding):
	given Time t and df at t
		up-to compounding i.e t <=3D 1.0
			zc =3D ((1.0/df)-1.0)/t
		above compounding
			zc =3D pow(1.0/df,1.0/t)-1.0

Can I go ahead and implement this in termstructure.hpp?

Andr=E9 Louw
Decillion Limited - "Your Risk Is Our Domain"

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