Re: Preliminary 0.9.0 tarballs - SwapRateHelper::ImpliedQuote

Posted by Luigi Ballabio on
URL: http://quantlib.414.s1.nabble.com/Preliminary-0-9-0-tarballs-tp11440p11458.html


On Mon, 2007-12-03 at 11:09 +0100, Ferdinando Ametrano wrote:
> yes it it. The previous SwapRateHelper was able to deal with a fixed
> rate versus flat floating rate swap, the new one is able to deal with
> fixed rate vs floating rate + spread

Are these actually quoted? Just curious...

Luigi


--

There is no likelihood man can ever tap the power of the atom.
-- Robert Millikan, Nobel Prize in Physics, 1923



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