Re: QuantLib-dev Digest, Vol 78, Issue 12

Posted by Theo Boafo on Nov 28, 2012; 4:22pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-dev-Digest-Vol-78-Issue-12-tp13755p13742.html

Hi,

Looking at the vanillaswap it values swaps with  fixed for floating schedules or legs.  I cant see anything doing float for float or am I missing something.

Regards

Theo

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