On Thu, 2009-08-06 at 22:14 +0700, Khanh Nguyen wrote:
> I am looking for the codes to set up a CmsRateBond
> (
http://quantlib.org/reference/class_quant_lib_1_1_cms_coupon.html),
> so far, I only see test-suite/cms.cpp, but it only uses
> CappedFlooredCmsCoupon (which isn't documented in QuantLib's doc??).
> Is it what I want?
It will work, but if you don't have caps or floors you can use CmsCoupon
instead (or better yet, use CmsLeg to build a whole set of them.) They
are in ql/cashflows/cmscoupon.hpp.
Luigi
--
If you can't convince them, confuse them.
-- Harry S. Truman
------------------------------------------------------------------------------
Let Crystal Reports handle the reporting - Free Crystal Reports 2008 30-Day
trial. Simplify your report design, integration and deployment - and focus on
what you do best, core application coding. Discover what's new with
Crystal Reports now.
http://p.sf.net/sfu/bobj-july_______________________________________________
QuantLib-users mailing list
[hidden email]
https://lists.sourceforge.net/lists/listinfo/quantlib-users
Locked
