C#.net quantLib Excel

Hi everybody,

this is my first post in this group.

I’m Italian student and I’m develop my thesis using C#.net about Web Service for evaluation of rate interest derivates.

I have download QuantLib and QuantLibSwig and I can you it in my project in C#.net; so now I can use windows form for have an user-friendly interaction with my program.

I have understood to use the native structure of QuantLib (in C++) with C#.net, so now I can use Date and Schedule for example.

Now I need to evaluate the forward Euribor 3 month and Euribor 6 month use the yield curve: I have see that in the plug-in for Excel there is the Piecewise Yield Curve that do that, and I have see the code in C++ for evaluate this curve with the EONIA swap too.

Can anyone help me to do this in C#.net?

Thanks,

Regards,

Mattia

PS: there is an object in QuantLib that include the EONIA swap instrument?