---
name: "SwapValuation"
section: "1"
platform: "linux"
package: "quantlib-examples"
version: "1.9.1-1"
release: "Debian 9 (Stretch)"
platforms: ["linux"]
url: "https://new.carta.tech/SwapValuation"
---

# SwapValuation(1)

Example of using QuantLib

## NAME

SwapValuation - Example of using QuantLib

## SYNOPSIS

**SwapValuation**

## DESCRIPTION

**SwapValuation** is an example of using *QuantLib*.

It prices an Interest Rate Swap over a term structure and calculates its fair fixed rate and floating spread.

## SEE ALSO

The source code *swapvaluation.cpp*, [**BermudanSwaption**(1)](/BermudanSwaption/1.md), [**Bonds**(1)](/Bonds/1.md), [**CallableBonds**(1)](/CallableBonds/1.md), [**CDS**(1)](/CDS/1.md), [**ConvertibleBonds**(1)](/ConvertibleBonds/1.md), [**DiscreteHedging**(1)](/DiscreteHedging/1.md), [**EquityOption**(1)](/EquityOption/1.md), [**FittedBondCurve**(1)](/FittedBondCurve/1.md), [**FRA**(1)](/FRA/1.md), [**MarketModels**(1)](/MarketModels/1.md), [**Replication**(1)](/Replication/1.md), [**Repo**(1)](/Repo/1.md), the QuantLib documentation and website at *http://quantlib.org*.

## AUTHORS

The QuantLib Group (see *Authors.txt*).

This manual page was added by Luigi Ballabio \<ballabio@mac.com\> .