1SWAPVALUATION(1)            General Commands Manual           SWAPVALUATION(1)
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NAME

6       SwapValuation - Example of using QuantLib
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SYNOPSIS

9       SwapValuation
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DESCRIPTION

12       SwapValuation is an example of using QuantLib.
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14       It  prices  an  Interest Rate Swap over a term structure and calculates
15       its fair fixed rate and floating spread.
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SEE ALSO

18       The  source  code  swapvaluation.cpp,  BermudanSwaption(1),   Bonds(1),
19       CallableBonds(1),   CDS(1),   ConvertibleBonds(1),  DiscreteHedging(1),
20       EquityOption(1), FittedBondCurve(1), FRA(1), MarketModels(1),  Replica‐
21       tion(1),   Repo(1),   the   QuantLib   documentation   and  website  at
22       http://quantlib.org.
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AUTHORS

26       The QuantLib Group (see Authors.txt).
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28       This manual page was added by Luigi Ballabio <ballabio@mac.com> .
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32QuantLib                       20 September 2001              SWAPVALUATION(1)