functions to construct and use Swap objects.
The first step is to load the QuantLib package.
Needs["QuantLib`"]
Within the Swap part there are several constructors and member functions available
In[236]:=
Select[Category[Swap],QLConstructor[#]&]
Out[236]=
In[237]:=
Select[Category[Swap],QLMember[#]&]
Out[237]=
obj=Swap[LegIDs,Payer]
MakeCms
obj=MakeCms[SwapTenor,SwapIndex,IborIndex,ForwardStart,CmsCouponPricer]
SwapLegBPS
SwapLegBPS[obj,LegNumber]
SwapLegNPV
SwapLegNPV[obj,LegNumber]
SwapStartDate
SwapStartDate[obj]
SwapMaturityDate
SwapMaturityDate[obj]
SwapLegAnalysis
SwapLegAnalysis[obj,LegNumber]