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), 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> .