Pricers: Interest Rate Swaps.

[avhz]

No description provided.

[topiaskarjalainen]

I'm interested in this issue. Some sort of swap pricer is implementable at the moment since there is some cashflow types and some legs already defined. But making this well might also require quite a lot of time with the cashflows and schedules modules.

[avhz]

Hi @topiaskarjalainen, thanks for your interest. Sorry for my inactivity, I'm very busy lately.

But getting some groundwork done such that interest rate models/pricing can be done nice is personally my priority for RustQuant at the moment, so I would be happy to see some work in this area.

If you have any ideas regarding implementation of these things, feel free to voice them. And you are more than welcome to work on this issue, if you feel that it can be done without any prior work on other areas (such as those you mentioned). Otherwise, we could focus our attention on those first.