functions to construct and use CmsMarket objects.
The first step is to load the QuantLib package.
In[101]:=
Needs["QuantLib`"]
Within the CmsMarket part there are several constructors and member functions available
In[102]:=
Select[Category[CmsMarket],QLConstructor[#]&]
Out[102]=
In[103]:=
Select[Category[CmsMarket],QLMember[#]&]
Out[103]=
In[104]:=
In[110]:=
obj=CmsMarket[SwapLengths,SwapIndexes,IborIndex,BidAskSpreads,CmsCouponPricers,YieldCurve]
Out[110]=
In[111]:=
Out[111]=
No Parameters
