[Quantlib-dev] New termstructure for bootstrap algorithm

[jamal a. <the...@ya...>]

Hi,
   
  I am currently using Quantlib and would like to implement some new options with the "Term structure based on piecewise-constant flat forwards with libor-futures-swap bootstrapping algorithm". I would like to implement the same algorithm but with the so-called linear forward and quadratic forward algorithms. There is something that I still don't understand, the current implementation is called piecewise constant flat forward algorithm but where are these constant flat forward rates ? as far as I know in QL, a term strucure with loglinear interpolation is run along optimizing the reevaluation of each instrument till an accuracy is reached.
   
  Thanks
   
  the naif...

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