SwapValuation (1) - Linux Manuals

SwapValuation: Example of using QuantLib

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.

AUTHORS

The QuantLib Group (see Authors.txt).

This manual page was added by Luigi Ballabio <ballabio [at] mac.com> .

SEE ALSO

The source code swapvaluation.cpp, BermudanSwaption(1), ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1), FRA(1), Replication(1), Repo(1), the QuantLib documentation and website at http://quantlib.org.