Re: EONIA swaps

Posted by Luigi Ballabio on Apr 19, 2005; 3:21am
URL: http://quantlib.414.s1.nabble.com/EONIA-swaps-tp3735p3736.html

On 04/19/05 10:59:38, Plamen Neykov wrote:
>
> I would like to use QuantLib to price EONIA swaps - is there any support
> for this structure?

No, there isn't---sorry.

Luigi

----------------------------------------

For every problem there is one solution which is simple, neat, and wrong.
-- H. L. Mencken