[Quantlib-users] SwapRateHelper2 and FlatForward - quantlibXL

[Gabriel C. <cam...@gm...>]

Hello.

I'm trying to build a SwapRateHelper for a Swap of bullet 18M tenor, using
the function "SwapRateHelper2" and when I use "FixedLegFrequency" of "Once"
and "Annual", it gives me the same result of Zero Rate, and it's quite
different from the correct zero rate. (I'm trying to build a yield curve
using chilean IRS)

Also, when I build a yield curve using an IborIndex built with a forward
curve using the FlatForward function with "Simple" compounding, it gives me
the same result as using "Continuous" and "Compounded" arguments.

Is there something that might be missing in the functions, or am I getting
something wrong?

Thanks in advance, I would really appreciate your help !

-- 
Gabriel Assumpção Campolina