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Construction of boostrapped curves of Quotes constructors #42

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alecloudenback opened this issue Oct 22, 2021 · 1 comment
Open

Construction of boostrapped curves of Quotes constructors #42

alecloudenback opened this issue Oct 22, 2021 · 1 comment
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after v1

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@alecloudenback
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Once #37 is merged.

E.g. ZeroCouponQuotes could be another basis to construct a boostrapped curve similar to what Yields.Zero does now.
@alecloudenback alecloudenback added this to the after v1 milestone Feb 6, 2022
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and conversely, let SmithWilson be constructed by passing yield inputs.

@alecloudenback alecloudenback mentioned this issue Jul 10, 2023
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