Zero Coupon Swap

[Keith Weintraub]

Folks,

  Could any of you point me to an example (or give me an example) of how to value a Zero Coupon Swap in QuantLib?

 

Thanx,

KW

 

[Ben Khosrownia]

Had a quick question about the following line (within
"linearinterpolation.hpp file"):

s_[i-1] = (this->yBegin_[i]-this->yBegin_[i-1])/dx;

Where does yBegin get populated? I am trying to debug
a code but can't access elements of this->yBegin_[i]
and can't detect where it is being initialized.

Thank you for your input.

Ben


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[Ben Khosrownia]

Never mind this. I found out where my problem was.

Thank you;

Ben

--- Ben Khosrownia <[hidden email]> wrote:

> Had a quick question about the following line
> (within
> "linearinterpolation.hpp file"):
>
> s_[i-1] = (this->yBegin_[i]-this->yBegin_[i-1])/dx;
>
> Where does yBegin get populated? I am trying to
> debug
> a code but can't access elements of this->yBegin_[i]
> and can't detect where it is being initialized.
>
> Thank you for your input.
>
> Ben
>
>
> __________________________________________________
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>
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