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

Posted by Luigi Ballabio on Nov 28, 2012; 4:32pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-dev-Digest-Vol-78-Issue-12-tp13755p13743.html

You'll have to build the two legs yourself and use the Swap class instead.

Luigi


On Wed, Nov 28, 2012 at 5:22 PM, Theo Boafo <[hidden email]> wrote:

> 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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Keep yourself connected to Go Parallel:
INSIGHTS What's next for parallel hardware, programming and related areas?
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http://goparallel.sourceforge.net
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