Timeline for Calculate Fixed Rate on Vanilla Swap in Quantlib
Current License: CC BY-SA 4.0
2 events
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| Apr 17, 2021 at 21:42 | comment | added | Pratikgcet | Thanks David. By fixed rate I meant the 0.05. At the moment I have just chosen an arbitrary number but in real world how would I calculate that value? Or the alternative can be using a fixed 0.05 and then calculate the swap.fairRate() and then recalculate it by assigning the fixed rate as swap.fairRate()? | |
| Apr 16, 2021 at 13:44 | history | answered | David Duarte | CC BY-SA 4.0 |