enthought/pyql — pull request #32 by phenaff (2014-01-01 06:28:57+00:00)
Title: Basic wrapping of fixed-for-float swaps

Basic features for pricing fixed-for-float swaps. In the process, the interface for indexes had to be enriched.

To Do:
- functional interface, matlab style
- better handling of optional yield curve arguments in index constructions

Note that the interface for swaps has changed from QL 1.1 to 1.2.