Some q's

Posted by Andre Louw-2 on Mar 22, 2002; 1:51am
URL: http://quantlib.414.s1.nabble.com/Some-q-s-tp1934.html

Hi,

1) Do you have an implementation of float/float i.e 'Basis' swaps? If not,
how difficult to implement?
2) If I have a strip of discount factors, is it possible to use it to
instantiate a termstructure and subsequently use in pricing a swap for
instance?

Thanx,
Andre
 
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