NAME¶

MulticurveBootstrapping - Example of using QuantLib

SYNOPSIS¶

MulticurveBootstrapping

DESCRIPTION¶

MulticurveBootstrapping is an example of using QuantLib.

It prices an interest-rate swap over a bootstrapped term structure and calculates its fair fixed rate and floating spread.

SEE ALSO¶

The source code MulticurveBootstrapping.cpp, BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1), Replication(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org.

AUTHORS¶

The QuantLib Group (see Contributors.txt).

This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> .