Directory of Open Source for Quantitative Finance and Trading
Username: Password: Not registered?
 
Quick Search:    (AJAX based: No need to press button)

Main : Quantlib : 


Category: Quantlib View Full Details
Download Now!Pricing an inarrear swap - Quantlib code snippet
Submitter: vanna Date: 2008/1/24
Description:
This is a code snippet for pricing an inarrear swap

Got a question or problem with this link? Just enter your message and click on submit. No registration is required.

Note: A copy of this message will also be emailed to the submitter of this link
Downloaded 473 times  473  File Size 0 bytes  Supported Platforms C++ Quantlib-0.8  Home Page http://www.quantcode.com/
Rating: 0.00 (0 votes)
Rate this File | Modify | Delete | Report Broken File | Tell a Friend | Comments (7)

Discuss this file. Just enter your message and click on submit. No registration is required.
Similar Links:
Vasicek Swaption pricing in Quantlib (Forum)
Swaption Price in Hull White using Quantlib 0.9 (Software)
Swaption pricing in Libor Market Model(LMM) (Software)
Pricing Bermudan Swaptions in the LIBOR Market Model (Paper)
Quanto differential swap pricing (Software)

Subscribe to RSS or daily email updates of latest quantitative finance code listings
Email address :
Copyright © 2011 QuantCode Inc. All rights reserved.