Re: IborIndex and valuation of swaps

Posted by dhoorens on Jul 15, 2009; 7:42am
URL: http://quantlib.414.s1.nabble.com/IborIndex-and-valuation-of-swaps-tp7810p7811.html

Actually my question is more general
Suppose I have to price a swap at 31/12/2008
The only informations I have are the yieldCurve at 31/12/2008 and the characteristics of the swap (notional, fixrate, index followed by floating leg, maturity (frequencies of both legs are annual))

How can be the floating rate used for next coupon be determined by these informations?
My idea was "it must be an input".. but i"m not sure
Tks
David