SwapValuation

Langue: en

Autres versions - même langue

Version: 20 September 2001 (ubuntu - 24/10/10)

Section: 1 (Commandes utilisateur)

Sommaire

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> .