Re: [Quantlib-dev] Bond Rate Helper

[Luigi B. <lui...@gm...>]

On 06/21/2005 07:22:38 PM, Chuck Hinman wrote:
> 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 =20
> 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?

A bond rate helper would be the way to go. You can look at =20
SwapRateHelper to see how it can be implemented.

Later,
	Luigi

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Everything that can be invented has been invented.
-- Charles Duell, Director of U.S. Patent Office, 1899