Re: [Quantlib-dev] Need some tips in order to price a Brazilian floating rate swap leg

[Piter D. <pit...@pi...>]

> No, I don't think so. In the existing coupons, gearing and spread just work as g*F + s, with F being some fixing.

It sounds like I have something to do here. As soon as I have something I let you guys know.

Thanks a lot
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Piter Dias
pit...@pi...