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I'm currently learning Quantlib using C++ and am following the very good instructions here:

https://www.quantlib.org/slides/dima-ql-intro-2.pdf

Specifically on building piecewise yieldcurves (slide 102) the example code gives the following output:

Settlement Date:September 15th, 2009
Zero 3M: 0.299690 % Actual/360 simple compounding
Zero 6M: 0.682500 % Actual/360 simple compounding
Zero 9M: 0.997500 % Actual/360 simple compounding

Yet copying the code verbatim using the header YieldCurve6.h, I consistently get the following:

Settlement Date:September 15th, 2009
Zero 3M: 0.240698 % Actual/360 simple compounding
Zero 6M: 0.240770 % Actual/360 simple compounding
Zero 9M: 0.240844 % Actual/360 simple compounding

Is anyone else able to run the example code within the slides and get matching results?

Update 1

As per the comment below, I've put the code here which comes from the code used in the slides:

https://gist.github.com/imrichardcole/2859eccb2240e4c663b64fecf77ed407

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