Go to Deriscope's documentation start page
Vanilla_IRSVanilla IRS is a Tradable that represents a plain vanilla interest rate swap, whereby a fixed interest rate is exchanged for floating interest rate in regular time intervals until the swap's maturity.
It may be regarded as a special case of FixedFloat IRS with flat rates and notionals and FixedFloat IRS::Gearing = 1 and FixedFloat IRS::Final Capital Exchange = false
The pricing methodology is specified in Model[FixedFloat IRS]
No QuantLib issues have been identified: