[R-SIG-Finance] Rquantlib discount curve

Brian G. Peterson brian at braverock.com
Mon May 25 17:20:38 CEST 2009

Martin.Prins at ingim.com wrote:
> Is it somehow possible to have the function "DiscountCurve" accept the
> 50-year and 100-year point as well?
As there are no 50 and 100 year bonds, doesn't this seem like worthless 
and even perhaps dangerous extrapolation on not enough data?


  - Brian

Brian G. Peterson
Ph: 773-459-4973
IM: bgpbraverock

More information about the R-SIG-Finance mailing list