Re: Pricing a vanilla swap with a given zero curve instead of boostrapping

Posted by semiparametric on Feb 20, 2014; 1:03am
URL: http://quantlib.414.s1.nabble.com/Pricing-a-vanilla-swap-with-a-given-zero-curve-instead-of-boostrapping-tp14987p15001.html

Thanks, it does work. I also noted that if I changed the USDLibor index to Eurobor index, FixingDays=0 could be used.