Re: [Quantlib-dev] Preliminary 0.9.0 tarballs - SwapRateHelper::ImpliedQuote

[Toyin A. <toy...@ho...>]

Interesting...
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Do these spreads have an official name or are these spreads also named basi=
s swaps?
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Toy out...
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> Date: Mon, 3 Dec 2007 12:51:35 +0100> From: na...@am...> To: luigi=
.bal...@gm...> CC: toy...@ho...; qua...@li...=
orge.net> Subject: Re: [Quantlib-dev] Preliminary 0.9.0 tarballs - SwapRate=
Helper::ImpliedQuote> > On Dec 3, 2007 11:21 AM, Luigi Ballabio <luigi.ball=
ab...@gm...> wrote:> >> > On Mon, 2007-12-03 at 11:09 +0100, Ferdinando =
Ametrano wrote:> > > yes it it. The previous SwapRateHelper was able to dea=
l with a fixed> > > rate versus flat floating rate swap, the new one is abl=
e to deal with> > > fixed rate vs floating rate + spread> >> > Are these ac=
tually quoted? Just curious...> > they are increasingly available as altern=
ative to quote standard and> non-standard basis swaps.> A lot of pages are =
popping up with these swaps, and the trend is> strong as these quotes are o=
ften used to bootstrap different> forecasting yield curves in software syst=
ems which are not ready to> deal with basis swaps> > ciao -- Nando> > -----=
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