NAME

       MulticurveBootstrapping - Example of using QuantLib

SYNOPSIS

       MulticurveBootstrapping

DESCRIPTION

       MulticurveBootstrapping is an example of using QuantLib.

       It prices an interest-rate swap over a bootstrapped term structure and calculates its fair
       fixed rate and floating spread.

SEE ALSO

       The    source    code    MulticurveBootstrapping.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 https://www.quantlib.org.

AUTHORS

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> .