Pricing a Swap

classic Classic list List threaded Threaded
1 message Options
Reply | Threaded
Open this post in threaded view

Pricing a Swap

emanuele garofalo
Hello i am Emanuele Garofalo and i'm a student of Economics in Rome at Lumsa University.

I'm trying to price this swap through the utilization of the Quantlib but i'm having some troubles.
Can you help me?

Moreover, how the forward rates are calculated?

Thank you
Have a good journey

Mobile security can be enabling, not merely restricting. Employees who
bring their own devices (BYOD) to work are irked by the imposition of MDM
restrictions. Mobile Device Manager Plus allows you to control only the
apps on BYO-devices by containerizing them, leaving personal data untouched!;131938128;j
QuantLib-dev mailing list
[hidden email]

InterestRateDerivatives_s.xlsx (131K) Download Attachment
Dati Swap.xlsx (396K) Download Attachment