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),  Convertible‐
19       Bonds(1),  DiscreteHedging(1), EquityOption(1), FRA(1), Replication(1),
20       Repo(1), the QuantLib documentation and website at http://quantlib.org.
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AUTHORS

24       The QuantLib Group (see Authors.txt).
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26       This manual page was added by Luigi Ballabio <ballabio@mac.com> .
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30QuantLib                       20 September 2001              SWAPVALUATION(1)