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> .