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- younggoddie
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Python Swap Pricer
Hi, I need to write a simple interest rate swap pricer in python.The task is basically this: I have two curves, price the same swap with both curves and see what the difference in swap rate is.I am semi-proficient in python, I don't think that will be an issue.The same job must have been done by someone else before, but I can't seem to find good references online.If anybody knows any good tutorials, examples or other literature on this, please let me know.Any help is greatly appreciated.Thanks
