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MulticurveBootstrapping(1)  General Commands Manual MulticurveBootstrapping(1)

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), DiscreteHedg-
       ing(1), EquityOption(1),	FittedBondCurve(1),  FRA(1),  MarketModels(1),
       Replication(1),	Repo(1),  the  QuantLib	 documentation	and website at
       http://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)

NAME | SYNOPSIS | DESCRIPTION | SEE ALSO | AUTHORS

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