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)
NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS
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