R: AW: Retrieving the swaption forward rates

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R: AW: Retrieving the swaption forward rates

tarpanelli@libero.it
Thanks Peter,
yes it works,

rgrds
Paolo

>----Messaggio originale----
>Da: [hidden email]
>Data: 27/09/2010 8.48
>A: <[hidden email]>, <[hidden email]>
>Ogg: AW: [Quantlib-users] Retrieving the swaption forward rates
>
>Hi Paolo,
>
>yourSwaption -> underlyingSwap() -> fairRate()
>
>may work (the underlying swap having a DiscountingSwapEngine as a pricing
>engine) ?
>
>Peter
>
>-----Ursprüngliche Nachricht-----
>Von: [hidden email] [mailto:[hidden email]]
>Gesendet: Montag, 27. September 2010 06:45
>An: [hidden email]
>Betreff: [Quantlib-users] Retrieving the swaption forward rates
>
>Hello,
>
>If I have a list of swaption instruments and I want to retrieve the swaption
>
>forward rate(ATM swaption strike) for each one , is there any analytic that
>let
>me to retrieve this info directly from the constructed instrument without
>any
>other intermediate calculation?
>
>thanks in advance
>Paolo
>
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