[Quantlib-dev] Bond Rate Helper

[Chuck H. <cah...@ea...>]

Hello,

How does one use QuantLib to value a bond portfolio? I am trying to use the FloatingRateBond class but I don't understand what YieldTermStructure to give it. I had thought to use PieceWiseFlatForward but I don't see a bond rate helper to construct a fixed rate bond instruments. What do other people use to construct their bond price curves? Or must I write a bond rate helper class?

Thank you, Charles Hinman