Example for IRS pricing?

[Norman Fung-2]

hello

Looking for an example for IRS pricing, anyone? If not which class to use?

I checked Wiki didn't see one:
   http://quantlib.org/reference/examples.html

Thanks

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[Luigi Ballabio]

On Mon, 2009-01-05 at 09:37 +0800, Norman Fung wrote:
> Looking for an example for IRS pricing, anyone? If not which class to
> use?
>
> I checked Wiki didn't see one:
>    http://quantlib.org/reference/examples.html

Check for the swapvaluation example on the page above.

Luigi


--

This gubblick contains many nonsklarkish English flutzpahs, but the
overall pluggandisp can be glorked from context.
-- David Moser



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