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From: Evgenia V. <ge...@gm...> - 2022-08-12 05:42:52
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Hi Ashish, Tank you! Evgenia ср, 10 авг. 2022 г., 20:47 Ashish Bansal <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 >> _______________________________________________ >> QuantLib-users mailing list >> Qua...@li... >> https://lists.sourceforge.net/lists/listinfo/quantlib-users >> > |