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support SimpleZeroYield traitID? #29

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klin333 opened this issue Jun 29, 2022 · 0 comments

klin333 commented Jun 29, 2022

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 ?

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