[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?
Regards,
- Brian
--
Brian G. Peterson
http://braverock.com/brian/
Ph: 773-459-4973
IM: bgpbraverock
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