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From: Ravi D. <rav...@gm...> - 2021-01-17 20:20:20
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Hi, I'm new to Quantlib & QuantLib-SWIG-R...spent some time figuring out how to create a VanillaSwap in R, and get its NPV. I followed the demo examples for ZCBond, CouponBond in demos, and have configured working term structures in R, but so far got no luck creating an example for vanilla swap. Can someone help please? Thanks. |