[Quantlib-users] QuantlibXl and swap

[<mga...@ti...>]

Hi All,
I've just downloaded the last release of Quantlib and QuantlibXl.
I'd like to make you two questions:
1) Is it possible to get the NPV of both Fixed and Floating legs of 
an 
Interest Rate Swap with the available funcions of QuantlibXl?
2) Can I price Amortizing Swaps ?

Spredsheet with examples would be of great interest.
Thanks in advance
Marcello



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