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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)