Help with Quantlib

Hi,

The firm I work at currently uses Quantlib. Quantlib does not have MIFOR (Mumbai Interbank Forward Offer Rate). The code that we use simply replaces the original US LIBOR syntax present in the Quantlib code with that of MIFOR. The function for MIFOR is included in the library and compiled but the function does not respond when it is called and the error appears: MIFOR is not part of Quantlib.

The IT guys at my firm can't figure out the problem and my senior wants to know how to include MIFOR into Quantlib and implement the same procedure for a range of other derivatives like options. My coding knowledge is very limited and as such I am not able to comprehend much of what is happening. I have attached the code herewith, if any body is able to solve the problem it would be of help. If any other information is required or if the problem is not clear I will be able to clarify it and provide more information if necessary.

Thank You,
 

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Daniel Duffy

C++ author, trainer
Not sure if you get a response because of the specific nature of your question. I feel that customization is needed, maybe from QL team, Quaternion etc.
In the short term your best bet might to contact Luigi Ballabio.
 
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