Re: [Quantlib-dev] Deferred and compounded swaps

[Luigi B. <lui...@fa...>]

On 2004.03.09 05:19, Andre Louw wrote:
> I have some deferred and compounded swaps, i.e a number of coupons  
> all paying at some common, future date with interest earned on these
> compounded by each following coupon until the payment date.

Andre,
	I'm not sure I follow. Do you have any formulas?

Later,
	Luigi