Hi Paolo,
yourSwaption -> underlyingSwap() -> fairRate()
may work (the underlying swap having a DiscountingSwapEngine as a pricing
engine) ?
Peter
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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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