[Quantlib-dev] boostraping a YC in the past

[DU V. DE V. F. G. P. <fra...@ca...>]

Hi all,

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I try to boostrap a YC in the past (to compute a some historical =
correlation matrix). Ideally I would like to change the evaluation date =
and use the index historical values stored in the corresponding time =
serie. Yet I have the impression that if one changes the evaluation date =
YC are bootstraped as of this date using the values provided by the =
quotes (instead of the historic fixings). Any idea ?=20

Fran=E7ois