Thanks for your feedback and sorry for the design :(

The existing example is a full working example, the only thing that needs to be set are the curve parameters.

To make it work:

- Go to tools - Load the example - Go to Term Structures - Go to submenu Generate Curve - Select DiscountCurve, December 11th of 2012 as date and the curve you want - Generate the curve

I just added a message with a brief explanation of it.

Rates are there too, you can see them if you go to Term Structure Rates and select December 11th of 2012, they are also from the paper.