1MulticurveBootstrapping(1)  General Commands Manual MulticurveBootstrapping(1)
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NAME

6       MulticurveBootstrapping - Example of using QuantLib
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SYNOPSIS

9       MulticurveBootstrapping
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DESCRIPTION

12       MulticurveBootstrapping is an example of using QuantLib.
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14       It  prices an interest-rate swap over a bootstrapped term structure and
15       calculates its fair fixed rate and floating spread.
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SEE ALSO

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

26       The QuantLib Group (see Contributors.txt).
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28       This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com>
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33QuantLib                        27 October 2018     MulticurveBootstrapping(1)