amortized swap

Posted by Przemek-8 on Jan 11, 2009; 9:47pm
URL: http://quantlib.414.s1.nabble.com/amortized-swap-tp6706.html

Hi,

I'm not programmer but Ive been able compile C# swig port of quantlib and
I've been looking for solution of my problem for last couple of days - how
to price an amortized swap. Till now I know, that I have to create swap
object and "fill" it with object of simplecashflow class. But how ( I
couldn't figured out) can I implement other variables of swap: term
structure, nominal, frequency etc and how can I receive final result?

Przemek


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