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Market quotes passed to DiscountCurve function


bruno.crinon@...
 

Hi all,

Would you know please if there is a way to pass a more precise market curve to DiscountCurve, over short maturities ?
I would need to add d2w, d3w, d4m, d5m, d18m pilars as input, and they are not recognized yet

Many thanks in advance
Bruno