Using QuantLib to value a Zero Coupon Swap

Posted by Keith Weintraub on Mar 24, 2006; 4:53am
URL: http://quantlib.414.s1.nabble.com/Using-QuantLib-to-value-a-Zero-Coupon-Swap-tp4652.html

Folks,

  Could any of you point me to an example (or give me an example) of how to value a Zero Coupon Swap in QuantLib?

 

I’m resubmitting this question since it seems that the original thread has been somehow co-opted by an unrelated topic.

 

Thanx again,

KW