.\" Man page contributed by Luigi Ballabio <ballabio@mac.com>
.\" and released under the Quantlib license
.TH SWAPVALUATION 1 "20 September 2001" QuantLib
.SH NAME
SwapValuation - Example of using QuantLib
.SH SYNOPSIS
.B SwapValuation
.SH DESCRIPTION
.PP
.B SwapValuation
is an example of using \fIQuantLib\fP.

It prices an Interest Rate Swap over a term structure and calculates
its fair fixed rate and floating spread.
.SH SEE ALSO
The source code
.IR swapvaluation.cpp ,
.BR BermudanSwaption (1),
.BR ConvertibleBonds (1),
.BR DiscreteHedging (1),
.BR EquityOption (1),
.BR FRA (1),
.BR Replication (1),
.BR Repo (1),
the QuantLib documentation and website at
.IR http://quantlib.org .

.SH AUTHORS
The QuantLib Group (see
.IR Authors.txt ).

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