From michael.hugman at economics.oxon.net Wed Feb 22 14:09:28 2017 From: michael.hugman at economics.oxon.net (michael hugman) Date: Wed, 22 Feb 2017 14:09:28 +0100 (WAT) Subject: [Rquantlib-devel] a query on DiscountCurve() Message-ID: <36877.10.2.0.9.1487768968.squirrel@secure2.aluminati.net> Dear rquantlib developers, ?? I had??a brief query on the DiscountCurve() function - was there a particular reason for constraining the instruments to discount rates on the front end, swaps in the long end and a quite speific subset of FRAs? In particular for many FRA markets especially in emerging markets, 6x12 rates are much harder to source than 9x12. ?? How easy would it be to try and contribute a development of the package if I am constrained to working on a windows system rather than UNIX? I understand there are challenges with the quantlib binaries on windows? ?? My thinking was that it should be quite straightforward to make the function more flexible in terms of being able to specify, say, shorter dated swaps instead of discount rates,??or alternative FRA rates. ?? best wishes, ?? Mike Hugman ?? ?? -- -------------- next part -------------- An HTML attachment was scrubbed... URL: