Swap example

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Swap example

snovik
Hi
I just noticed that all futures rates in the Swap valuation example all refer to fut1Price. I believe it is a mistake, right?
rgds
s
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Re: Swap example

Luigi Ballabio
On Sun, 2008-04-13 at 10:38 -0700, snovik wrote:
> I just noticed that all futures rates in the Swap valuation example all
> refer to fut1Price. I believe it is a mistake, right?

Of course. Thanks for the heads-up; it's fixed now.

Luigi


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Poets have been mysteriously silent on the subject of cheese.
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