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From: Luigi B. <lui...@gm...> - 2007-12-03 10:19:26
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On Mon, 2007-12-03 at 11:09 +0100, Ferdinando Ametrano wrote: > yes it it. The previous SwapRateHelper was able to deal with a fixed > rate versus flat floating rate swap, the new one is able to deal with > fixed rate vs floating rate + spread Are these actually quoted? Just curious... Luigi -- There is no likelihood man can ever tap the power of the atom. -- Robert Millikan, Nobel Prize in Physics, 1923 |