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From: Evgenia V. <ge...@gm...> - 2022-08-10 06:50:35
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Dear Quantlib users, I need to calculate the net present value for Overnight Indexed Swap. Since this is my first time doing this, please advise me where I can get acquainted with the basic algorithm for evaluating such swaps. Are there any typical examples? I will be grateful for any help and hints. Thanks! Jenn Vass |