NAME¶
SwapValuation - Example of using QuantLib
SYNOPSIS¶
SwapValuation
DESCRIPTION¶
SwapValuation is an example of using
QuantLib.
It prices an Interest Rate Swap over a term structure and calculates its fair
fixed rate and floating spread.
SEE ALSO¶
The source code
swapvaluation.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
http://quantlib.org.
AUTHORS¶
The QuantLib Group (see
Authors.txt).
This manual page was added by Luigi Ballabio <ballabio@mac.com> .