I'm trying to use Bloomberg yield-to-maturity data for sets of sovereign bonds of different maturities to fit to a yield curve. I looked into using the QuantLib library (the FittedBondCurve functionality) but it seems to only take coupon & price data as input, to first bootstrap the bonds before calculating the zero rate yield curve.
Is there a way in Quantlib (or any other opensource code that I haven't yet found) to fit the curve (probably to Nelson Siegel) directly from yield-to-maturity data points? I'm using C++.
Thanks in advance.