Deferred and compounded swaps

Posted by Andre Louw-2 on Mar 08, 2004; 8:40pm
URL: http://quantlib.414.s1.nabble.com/Deferred-and-compounded-swaps-tp10492.html


Hi,


I have some deferred and compounded swaps, i.e a number of coupons all paying at some common, future date with interest earned on these compounded by each following coupon until the payment date.
Do we have a mechanism whereby this can be catered for?

Andre