I am trying to use RQuantLib package to help me build swap curves using swap rates via the DiscountCurve function. Currently, the tsQuotes recognise only tenors starting from one-week (d1w). Is there a work around to build OIS curves which have overnight rate as the swap fixing?
Also, is there a work around if I want to input swap rates for 3m, 6m, 9m and 1y tenors instead of the deposit rates which it accepts currently for less than 12m tenors.
Please excuse if 101 question, as I am new to both Quantlib and RQuantlib. Appreciate any help on this