Bojan Nikolic: Using and Understanding the QuantLib Addin

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qlVanillaSwapFairRate – compute the fair fixed rate for a IR swap

Computes and returns the fair interest rate for the fixed leg of an IR swap, i.e., the interest rate which would make the present value of the entire swap. For the actual rate of the fixed leg, see the qlVanillaSwapFixedRate function.



Object ID of a vanilla IR swap object