Query: swapvaluation
OS: hpux
Section: 1
Format: Original Unix Latex Style Formatted with HTML and a Horizontal Scroll Bar
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)
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