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by sopsch
September 25th, 2010, 8:22 am
Forum: Programming and Software Forum
Topic: Quantlib XL help Swaption and swap pricing
Replies: 1
Views: 28153

Quantlib XL help Swaption and swap pricing

<t>In the Excelsheet you will find a discounting curve and data regarding 2 swaps and 2 swaption. I would like to have a setup where these financial instruments get priced using the discounting curve and key figures (like delta) are calculated using Quantlib XL for excelI have downloaded the quantli...