[R-SIG-Finance] RQuantLib - Discount Curve Object

[Dirk Eddelbuettel]

On 14 January 2015 at 11:46, Chien, Josh-CH wrote:
| Hi All,
| 
| In my case, I already have discount curve to price bond.
| 
| Don?t build discount curve.
| 
| From Tech Doc about RQuantlib, in pricing bond function, FixedRateBond
| (bond,coupon.rate,schedule,calc,discountCurve=curves)
| 
| I need a a object of DiscountCurve class, DiscountCurve, as input parameter.
| 
| DiscountCurve Object build from ?DiscountCurve(params, tsQuotes, times)?
| 
| I don?t have tsQuotes because I already have own discount curve.
| 
| How to get new Discountcurve object instead of old one for pricing bond
| function ?

You may have to resort to doing work in C++ (or use one of the other
interfaces to QL) as RQuantLib makes no claim to be full and complete.

Dirk

-- 
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org