03-19-2012
Great man!
This is not an actual commercial scenario !
Just I am trying In my Interest
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LEARN ABOUT HPUX
swapvaluation
SWAPVALUATION(1) General Commands Manual SWAPVALUATION(1)
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), Equi-
tyOption(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> .
QuantLib 20 September 2001 SWAPVALUATION(1)