Posted by
Ferdinando M. Ametrano-3 on
URL: http://quantlib.414.s1.nabble.com/Preliminary-0-9-0-tarballs-tp11440p11459.html
On Dec 3, 2007 11:21 AM, Luigi Ballabio <
[hidden email]> wrote:
>
> 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...
they are increasingly available as alternative to quote standard and
non-standard basis swaps.
A lot of pages are popping up with these swaps, and the trend is
strong as these quotes are often used to bootstrap different
forecasting yield curves in software systems which are not ready to
deal with basis swaps
ciao -- Nando
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