Re: Swap Fixed Leg

Posted by simone pilozzi on
URL: http://quantlib.414.s1.nabble.com/Swap-Fixed-Leg-tp5967p5971.html

Hi again,
I did not check the last hint of Ferdinando....
With the first suggestion it works and results match Bloomberg.
Thanks again!

On 19 April 2012 18:19, Ferdinando Ametrano <[hidden email]> wrote:

On Thu, Apr 19, 2012 at 6:14 PM, Luigi Ballabio
<[hidden email]> wrote:
> On Thu, Apr 19, 2012 at 6:06 PM, Ferdinando Ametrano <[hidden email]> wrote:

>> everything relevant will be included...
>
> He wanted to include the final notional payment, though.  I don't
> think it's included in the above.  I'll leave it to you to discuss
> whether he should :)

isn't my hint enough ?

;-)

ciao -- Nando

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