Re: Calcualting Bond Price from The ASW (asset swap) spread

Posted by Zabed on May 18, 2016; 5:33pm
URL: http://quantlib.414.s1.nabble.com/Calcualting-Bond-Price-from-The-ASW-asset-swap-spread-tp17428p17462.html

Hi Peter,

cool :) , that's great.

I see what you mean, I will try and build it as you suggested and test it. it should work perfectly, thanks a lot!

Kindest Regards
Zahar