On Sun, 2009-01-11 at 22:47 +0100, Przemek wrote:
> I'm not programmer but Ive been able compile C# swig port of quantlib and
> I've been looking for solution of my problem for last couple of days - how
> to price an amortized swap. Till now I know, that I have to create swap
> object and "fill" it with object of simplecashflow class. But how ( I
> couldn't figured out) can I implement other variables of swap: term
> structure, nominal, frequency etc and how can I receive final result?
You'll have to build the two legs. For the interest part (fixed-rate and
floating-rate) you can use the FixedLeg and IborLeg functions. You can
pass there frequency, notionals etc. Then you'll have to add the
notional payments by building the available SimpleCashFlow instance.
Finally, you can pass the two legs to the Swap class.
Luigi
--
Discontent is the first necessity of progress.
-- Thomas A. Edison
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