Dear all,
I have just started using quantlib in excel and still getting familiar with the logic and the functions. I have managed so far to build a EUR Swap Curve based on Bloomberg data and price some vanilla swaps.
As a next step I was trying to price a fixed-floating Swap where the notional has an amortisation schedule. But it’s unclear to me if this is possible in qlVanillaSwap or a different route needs to be taken.
Also, for swaps in the middle of the coupon period, I would like to add a value for the Euribor fixing which happened at the beginning of the coupon period. Again, I am struggling to understand where this
could be entered, as the qlIborleg does not seem to have a field to enter a previous fixing. Could you also provide suggestions for this?
Best regards,
Carlo
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