Swap valuations

Posted by dhoorens on Jul 14, 2009; 12:53pm
URL: http://quantlib.414.s1.nabble.com/Swap-valuations-tp7704.html

Hi
Simple and fast question

In Hull Ed. 5 section 6.4 : Valuation of IRS, I can find the formula giving the value of a IRS
Vswap = Bfix - Bfloating
where
   Bfix is the value of the fixedratebond (fixedLeg) and
   Bfloating is (L+k*) exp(-r1*t1)
with
   L= notional, k* = fltRate, r1 = Libor zero rate at time t1, t1 next payment date

Can i find this formula coded somewhere in the pricingEngines section of QuantLib?
Tks
David