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From: Zabed <zah...@ho...> - 2016-04-28 11:01:09
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Hello Team Dev, Can someone please help me pricing a bullet maturity bond with fixed coupon from the ASW spread using QuantLib? I know how to get the ASW spread (over month Libor) from the bond price, but would like to price the bond from the ASW spread (L +ASW) Greatly appreciated. Kindest Regards Zahar -- View this message in context: http://quantlib.10058.n7.nabble.com/Calcualting-Bond-Price-from-The-ASW-asset-swap-spread-tp17428.html Sent from the quantlib-dev mailing list archive at Nabble.com. |