| MulticurveBootstrapping(1) | General Commands Manual | MulticurveBootstrapping(1) |
MulticurveBootstrapping - Example of using QuantLib
MulticurveBootstrapping
MulticurveBootstrapping is an example of using QuantLib.
It prices an interest-rate swap over a bootstrapped term structure and calculates its fair fixed rate and floating spread.
The source code MulticurveBootstrapping.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.
The QuantLib Group (see Contributors.txt).
This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> .
| 27 October 2018 | QuantLib |