MulticurveBootstrapping - Example of using QuantLib

       The QuantLib Group (see Contributors.txt).

       This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> .

QuantLib                                         27 October 2018                      MulticurveBootstrapping(1)

MulticurveBootstrapping is an example of using QuantLib.

       It prices an interest-rate swap over a bootstrapped term structure and calculates its fair fixed rate and
       floating spread.

       MulticurveBootstrapping - Example of using QuantLib

       The  source  code  MulticurveBootstrapping.cpp,  BermudanSwaption(1), Bonds(1), CallableBonds(1), CDS(1),
       ConvertibleBonds(1), DiscreteHedging(1), EquityOption(1),  FittedBondCurve(1),  FRA(1),  MarketModels(1),
       Replication(1), Repo(1), the QuantLib documentation and website at https://www.quantlib.org.

MulticurveBootstrapping