Example of using quantlib
SwapValuation
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.
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.
The QuantLib Group (see Authors.txt).
This manual page was added by Luigi Ballabio <[email protected]> .