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While @Baruch Youssin answers correctly in the general sense, the first part of his answer isn't what happened in the example code. While QLNet is a port of QuantLib, it's not a direct port. Your quoted example doesn't show up in QLNet. The example in QuantLib was written in a very complicated way, in fact it's a simple example. discountingTermStructure is ...


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I do not yet know QuantLib but one question is general and easy to answer: My first question is why do they use different yield curve? These two curves differ by risk levels inherent in them - the credit spreads over the risk-free yield curve (e.g., the OIS curve). The discounting curve, discountingTermStructure, embeds the risk that this particular ...



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