From: Luigi B. <lui...@gm...> - 2012-11-28 16:39:49
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Yes, you can do that. Luigi On Wed, Nov 28, 2012 at 5:36 PM, Theo Boafo <tb...@ao...> wrote: > Hi, > > So I can have a new class FloatFloatSwap inheriting from Swap class and > build the two legs as you suggested? > > Regards > > Theo > > > > -----Original Message----- > From: Luigi Ballabio <lui...@gm...> > To: Theo Boafo <tb...@ao...> > CC: quantlib-dev <qua...@li...> > Sent: Wed, 28 Nov 2012 16:32 > Subject: Re: [Quantlib-dev] QuantLib-dev Digest, Vol 78, Issue 12 > > You'll have to build the two legs yourself and use the Swap class instead. > > Luigi > > > On Wed, Nov 28, 2012 at 5:22 PM, Theo Boafo <tb...@ao...> wrote: >> Hi, >> >> Looking at the vanillaswap it values swaps with fixed for floating >> schedules or legs. I cant see anything doing float for float or am I >> missing something. >> >> Regards >> >> Theo >> >> >> ------------------------------------------------------------------------------ >> Keep yourself connected to Go Parallel: >> INSIGHTS What's next for parallel hardware, programming and related areas? >> Interviews and blogs by thought leaders keep you ahead of the curve. >> http://goparallel.sourceforge.net >> _______________________________________________ >> QuantLib-dev mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-dev >> |