quantlib-dev

[Quantlib-dev] Overnight Index Swaps

[mlavin <mar...@gm...>]

Has anyone begun work on modeling Overnight Index Swaps (EONIA, SONIA, etc)?
If not and noone objects I thought I would try my hand at it.
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Re: [Quantlib-dev] Overnight Index Swaps

[snovik <sn...@gm...>]

I would only really appreciate it.


mlavin wrote:
> 
> Has anyone begun work on modeling Overnight Index Swaps (EONIA, SONIA,
> etc)?
> If not and noone objects I thought I would try my hand at it.
> 

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Re: [Quantlib-dev] Overnight Index Swaps

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

On Tue, 2008-05-20 at 05:34 -0700, mlavin wrote:
> Has anyone begun work on modeling Overnight Index Swaps (EONIA, SONIA, etc)?

Not that I know of.

> If not and noone objects I thought I would try my hand at it.

Yes, go ahead.

Thanks,
	Luigi


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