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> .