We have not created explicitly a description of the curve based on instantaneous forward rates. The main reason we have not done it is that we have, up to now, not seen practical case where we would like to use it. Moreover, from an instantaneous forward rate, the discount factors are obtained through an integral. The discount factors are the main result obtain from a discounting curve and integrating (numerically) for each factor would be quite inefficient from a numerical point of view.
The flexible architecture of the curve description does not prevent doing it. It would simply require adding a “YieldAndDiscountCurve” implementation storing the instantaneous forward rate and computing the discount factors from that.
There is one case were the instantaneous forward are the number on which we want to work in practice: to represent constant overnight rates between central bank rate decision meetings. The actual rates we are interested are the overnight rates, and the instantaneous rates are a close enough approximation. For the constant rate between meetings, the curve can be represented by a curve based on discount factors with log-linear interpolation. This is done in the demo/test “MulticurveBuildingDiscountingDiscountEURCommitteeSimpleTest” available in the open source code.
In which case would you like to describe the curve by instantaneous forwards? If you describe the practical case you are interested in, maybe we can find it interesting on our side and we can add an example with that approach.