Re: [Quantlib-users] OIS valuation

[Ashish B. <ash...@gm...>]

For vanilla swap you can refer to following:
http://gouthamanbalaraman.com/blog/interest-rate-swap-quantlib-python.html

http://billiontrader.com/interest-rate-swaps-valuation-with-quantlib/

Try to find changes related to OIS to this. I have not used it for swap yet
not sure.

Regards
Ashish

On Wed, Aug 10, 2022, 12:21 PM Evgenia Vass <ge...@gm...> wrote:

> 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
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