[R-SIG-Finance] RQuantLib - DiscountCurve Class

Chien, Josh-CH Josh-CH.Chien at nanshan.com.tw
Wed Apr 22 04:15:59 CEST 2015


Hi R-User,
I want to use Bond Function to price Fixed-rate bond by RQuantLib. But, I have own ZeroCurve data.
Now, It can instead of that is generated by discount curve function constructed from market quotes in RQuantLib ?
Is it possible or solution for that ?

______________________________________
JOSH CHIEN
Risk Analytics & Projects
Enterprise Risk Management (ERM) Dept.
Nan Shan Life Insurance Co.
Email: Josh-CH.Chien at NANSHAN.com.tw<mailto:%20Josh-CH.Chien at NANSHAN.com.tw>
DID: +886-2-8758-9522


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