bionic (1) SwapValuation.1.gz

Provided by: quantlib-examples_1.12-1_amd64 bug

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> .