Open klin333 opened 2 years ago
QuantLib 1.22 already supports the additional YieldTermStructure trait of "SimpleZeroYield" https://github.com/lballabio/QuantLib/blob/QuantLib-v1.22/ql/termstructures/yield/bootstraptraits.hpp
Perhaps https://github.com/eehlers/QuantLibAddin-Old/blob/master/QuantLibAddin/qlo/yieldtermstructures.cpp should add a case for "SIMPLEZEROYIELD" to use QuantLib::InterpolatedSimpleZeroCurve ?
QuantLib 1.22 already supports the additional YieldTermStructure trait of "SimpleZeroYield" https://github.com/lballabio/QuantLib/blob/QuantLib-v1.22/ql/termstructures/yield/bootstraptraits.hpp
Perhaps https://github.com/eehlers/QuantLibAddin-Old/blob/master/QuantLibAddin/qlo/yieldtermstructures.cpp should add a case for "SIMPLEZEROYIELD" to use QuantLib::InterpolatedSimpleZeroCurve ?