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

Posted by Theo Boafo on Nov 28, 2012; 4:41pm
URL: http://quantlib.414.s1.nabble.com/Re-QuantLib-dev-Digest-Vol-78-Issue-12-tp13755p13746.html

Many thanks

Regards

Theo

-----Original Message-----
From: Luigi Ballabio <[hidden email]>
To: Theo Boafo <[hidden email]>
CC: quantlib-dev <[hidden email]>
Sent: Wed, 28 Nov 2012 16:39
Subject: Re: [Quantlib-dev] QuantLib-dev Digest, Vol 78, Issue 12

Yes, you can do that.

Luigi


On Wed, Nov 28, 2012 at 5:36 PM, Theo Boafo <[hidden email]> wrote:
> Hi,
>
> So I can have a new class FloatFloatSwap inheriting from Swap class and
> build the two legs as you suggested?
>
> Regards
>
> Theo
>
>
>
> -----Original Message-----
> From: Luigi Ballabio <[hidden email]>
> To: Theo Boafo <[hidden email]>
> CC: quantlib-dev <[hidden email]>
> Sent: Wed, 28 Nov 2012 16:32
> Subject: Re: [Quantlib-dev] QuantLib-dev Digest, Vol 78, Issue 12
>
> 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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