http://quantlib.414.s1.nabble.com/Preliminary-0-9-0-tarballs-tp11440p11460.html
Do these spreads have an official name or are these spreads also named basis swaps?
> From:
[hidden email]> To:
[hidden email]> CC:
[hidden email];
[hidden email]> Subject: Re: [Quantlib-dev] Preliminary 0.9.0 tarballs - SwapRateHelper::ImpliedQuote
>
> 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
>
> -------------------------------------------------------------------------
> SF.Net email is sponsored by: The Future of Linux Business White Paper
> from Novell. From the desktop to the data center, Linux is going
> mainstream. Let it simplify your IT future.
> http://altfarm.mediaplex.com/ad/ck/8857-50307-18918-4
> _______________________________________________
> QuantLib-dev mailing list
>
[hidden email]> https://lists.sourceforge.net/lists/listinfo/quantlib-dev
from Novell. From the desktop to the data center, Linux is going
mainstream. Let it simplify your IT future.