Accrued Amount for Vanilla Swaps

Posted by John Orford on
URL: http://quantlib.414.s1.nabble.com/Accrued-Amount-for-Vanilla-Swaps-tp15068.html

Hi All,

I am trying to figure out how to calculate the accrued amount for vanilla swaps using the Python bindings.

Could anyone give me some pointers?

As an aside, are there any clean / dirty conventions around swap pricing?  I have seen many cases of both, but perhaps there's some logic to it which'd be useful to know for future reference.

Thanks!

John

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