Great to learn the Quantlib. I would like to start with building a USD term structure with Euro Dollar Futures and Swap contracts as most IB shops do:

 Short end:  ED upto 4 years

 Rest:         Swap contract upto 40 years

 I saw examples using fixed-rate-bond and flat TS, but not sure how to build with the mix.

 Thanks for the help.

 Yong

--- On Tue, 7/1/08, Luigi Ballabio <luigi.ballabio <at> gmail.com> wrote:

From: Luigi Ballabio <luigi.ballabio <at> gmail.com>
Subject: Re: [Quantlib-users] Simulating multiple correlated stochastic processes
To: yongcai0 <at> yahoo.com
Date: Tuesday, July 1, 2008, 9:05 AM

Yong, please post the question to the mailing list. It is useful for everybody. Luigi -- -- Do the right thing. It will gratify some people and astonish the rest. -- Mark Twain