SwapValuation(1)

SwapValuation1

Example of using quantlib

Usage

SwapValuation

Overview

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.

Releases

8 releases since Debian 3.0 (Woody); the text changed 2 times.

  1. 3.0–3.1
  2. 4.0–5.0
  3. 6.0–9

Authors

The QuantLib Group (see Authors.txt).

This manual page was added by Luigi Ballabio <[email protected]> .

From quantlib-examples 1.9.1-1 in Debian 9 (Stretch). Parsed by carta from the page's man source.