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),
convertiblebonds(1),
discretehedging(1),
equityoption(1),
fra(1),
replication(1),
repo(1), the
QuantLib documentation and website at .
AUTHORS
The QuantLib Group (see Authors.txt).
This manual page was added by Luigi Ballabio <ballabio@mac.com> .