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Re: How to get the legs of a swap in QuantLibXL?

Posted by Bojan Nikolic on Jun 22, 2012; 3:55pm
URL: http://quantlib.414.s1.nabble.com/How-to-get-the-legs-of-a-swap-in-QuantLibXL-tp8525p8527.html


Did you have a look at the qlSwapLegAnalysis() function? It retrieves
most of the information from the underlying swap legs.

Best,
Bojan

--
Bojan Nikolic          ||          http://www.bnikolic.co.uk/ql

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