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MulticurveBootstrapping(1)   General Commands Manual  MulticurveBootstrapping(1)

NAME
     MulticurveBootstrapping - Example of using QuantLib

SYNOPSIS
     MulticurveBootstrapping

DESCRIPTION
     MulticurveBootstrapping is an example of using QuantLib.

     It prices an interest-rate swap over a bootstrapped term structure and cal-
     culates its fair fixed rate and floating spread.

SEE ALSO
     The source code MulticurveBootstrapping.cpp, BermudanSwaption(1), Bonds(1),
     CallableBonds(1),	CDS(1), ConvertibleBonds(1), DiscreteHedging(1), Equity-
     Option(1),  FittedBondCurve(1),  FRA(1),  MarketModels(1),  Replication(1),
     Repo(1),	   the	   QuantLib	documentation	  and	  website     at
     https://www.quantlib.org.

AUTHORS
     The QuantLib Group (see Contributors.txt).

     This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> .

QuantLib			 27 October 2018      MulticurveBootstrapping(1)

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<https://man.freebsd.org/cgi/man.cgi?query=MulticurveBootstrapping&sektion=1&manpath=FreeBSD+Ports+15.1.quarterly>

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