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Re: Re : Pricing: CMS spread.

by Luigi Ballabio :: Rate this Message:

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On Fri, 2009-05-29 at 13:20 +0100, Hachemi Benyahia wrote:
> > On May 28, 2009, at 7:25 PM, Hachemi Benyahia wrote:
> >> Someone will be interested in the C + + implementation of a CMS
> >> spread pricing using QuantLib?

Yes, that would be nice.

Luigi


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The First Rule of Optimization: Don't do it.
The Second Rule of Optimization (For experts only): Don't do it yet.
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