Princing a Swap

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Princing a Swap

emanuele garofalo
Hello i'm trying to price a swap through quantlib, through the linking of ois curve and euribor 6M that i already created but i'm having some problems.. There is someone who have an example of a swap in a file excel?

Moreover, there is a quantlib function that allows me to obtain the delta of my bootstrapped curve in any other different dates?

Thank you for the help!

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