First, for the sake of brevity, required market data (Eonia rates) has been hard-coded into map container. Then, container will be iterated through for constructing all required rate helpers. After this, piecewise yield term structure will be created by using constructed rate helpers. Finally, an equally-spaced time grid (monthly) will be created and discount factors are requested from bootstrapped Eonia curve for each grid time point (screenshot below). The curve itself (eurOisCurve) could now be used as a discounting curve in a dual-curve valuation scheme in QuantLib.
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