private void BuildYieldCurve()
{
//Extract the rates from the xml
var xDoc = XElement.Load("Curve.xml");
var helpers = new RateHelperVector();
AddDeposits(xDoc, helpers);
AddBonds(xDoc, helpers);
AddSwaps(xDoc, helpers);
yieldCurve = new PiecewiseFlatForward(Settings.instance().getEvaluationDate(), helpers, new ActualActual(ActualActual.Convention.Bond));
yieldCurve.enableExtrapolation();
}
