Posted by
Lucio Dinoto on
URL: http://quantlib.414.s1.nabble.com/Building-with-Microsoft-Visual-C-2010-tp8402p8406.html
Guys,
We have to build plain vanilla, regular schedules for swaps with the particularity of having LONG front or back stubs, which means the first or last coupon could be potentially larger than the other ones, merging first (last) short coupon with next (previoys) one. Any recommendation or sample?
Many thanks
Lucio
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