NAME

       MulticurveBootstrapping - Example of using QuantLib

SYNOPSIS

       MulticurveBootstrapping

DESCRIPTION

       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.

SEE ALSO

       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.

AUTHORS

       The QuantLib Group (see Contributors.txt).

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

QuantLib                                         27 October 2018                      MulticurveBootstrapping(1)