Re: [Quantlib-users] SwapRateHelper2 and FlatForward - quantlibXL

[Trent M. <tr...@ma...>]

What Chile curve are you trying to build? Camara is built using only OISRateHelper (Semiannual after 18m, Once 18m and under). Pretty straightforward construction. Use PiecewiseLogCubicDiscount for the curve constructor.

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On Sun, Oct 1, 2023 at 18:14, Gabriel Campolina <[cam...@gm...](mailto:On Sun, Oct 1, 2023 at 18:14, Gabriel Campolina <<a href=)> wrote:

> 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