man SwapValuation (Commandes) - 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.
SEE ALSO
The source code swapvaluation.cpp, DiscreteHedging(1), EuropeanOption(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> .