MulticurveBootstrapping(1)

💖 MulticurveBootstrapping(1) 💖

Okay bestie, this is the manual page for MulticurveBootstrapping, filed under General Commands Manual 🎀 It's section 1 of the manuals, so yes, it's a command you can actually run 💅

✨ NAME ✨

MulticurveBootstrapping — a lil example of how to use QuantLib 🌸

🦋 SYNOPSIS 🦋

MulticurveBootstrapping

Literally that's the whole thing. No flags, no fuss 💀

🔥 DESCRIPTION 🔥

Okay so MulticurveBootstrapping is an example of using QuantLib, and it's giving main character energy ✨

It prices an interest-rate swap over a bootstrapped term structure, then calculates its fair fixed rate and floating spread 💜 The vibe is pure finance girlie, no cap 🫶

🌈 SEE ALSO 🌈

Want more? Here's your reading list, iykyk 🧚

• The source code MulticurveBootstrapping.cpp 💻
• BermudanSwaption(1) 👑
• Bonds(1) 🍓
• CallableBonds(1) 🌸
• CDS(1) 💅
• ConvertibleBonds(1) ✨
• DiscreteHedging(1) 🦋
• EquityOption(1) 💖
• FittedBondCurve(1) 🎀
• FRA(1) 🫶
• MarketModels(1) 🌈
• Replication(1) ⭐
• Repo(1) 💜
• The QuantLib documentation and website at https://www.quantlib.org 🔥

🎀 AUTHORS 🎀

The QuantLib Group is the main squad. Check out Contributors.txt for the full list of legends 👑

This manual page was added by Luigi Ballabio <luigi.ballabio@gmail.com> 🙈

Sign-off time 🫶 This page came from QuantLib, version-dated 27 October 2018, and it's still bringing the manual-page energy 💅✨ Bye bestie 🦋💖