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Yes, definitely.
it would be nice to know how difficult it is to implement.
can it be derived from CMSRateBond class?
what parts of the implementation need to be changed, etc...
> From:
luigi.ballabio@...> To:
hachemi.benyahia@...> Date: Wed, 3 Jun 2009 16:28:08 +0200
> CC:
quantlib-users@...> Subject: Re: [Quantlib-users] Re : Pricing: CMS spread.
>
> 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
>
>
> --
>
> The First Rule of Optimization: Don't do it.
> The Second Rule of Optimization (For experts only): Don't do it yet.
> -- Michael Jackson
>
>
>
> ------------------------------------------------------------------------------
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OpenSolaris 2009.06 is a cutting edge operating system for enterprises
looking to deploy the next generation of Solaris that includes the latest
innovations from Sun and the OpenSource community. Download a copy and
enjoy capabilities such as Networking, Storage and Virtualization.
Go to:
http://p.sf.net/sfu/opensolaris-get_______________________________________________
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