Re: [Quantlib-dev] Zero coupon rates

[Luigi B. <bal...@ma...>]

Hi Andre,

At 8:15 AM +0200 5/29/02, Andre Louw wrote:
>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 <= 1.0
>			zc = ((1.0/df)-1.0)/t
>		above compounding
>			zc = pow(1.0/df,1.0/t)-1.0
>
>Can I go ahead and implement this in termstructure.hpp?

I would implement it _on top_ of TermStructure rather that _in_ it. 
Could be the first step towards bonds, couldn't it?

Later,
	Luigi

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