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use index.valueDate interface for vanillaswap spot date estimation


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Sep 16, 2020

QuantLib: the free/open-source library for quantitative finance

Download Licensed under the BSD 3-Clause License DOI PRs Welcome

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The QuantLib project ( is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life.

QuantLib is Non-Copylefted Free Software and OSI Certified Open Source Software.

Download and usage

QuantLib can be downloaded from; installation instructions are available at for most platforms.

Documentation for the usage and the design of the QuantLib library is available from

A list of changes for each past versions of the library can be browsed at

Questions and feedback

The preferred channel for questions (and the one with the largest audience) is the quantlib-users mailing list. Instructions for subscribing are at

Bugs can be reported as a GitHub issue at; if you have a patch available, you can open a pull request instead (see "Contributing" below).


The preferred way to contribute is through pull requests on GitHub. Get a GitHub account if you don't have it already and clone the repository at with the "Fork" button in the top right corner of the page. Check out your clone to your machine, code away, push your changes to your clone and submit a pull request; instructions are available at

In case you need them, more detailed instructions for creating pull requests are at, and a basic guide to GitHub is at GitHub also provides interactive learning at

It's likely that we won't merge your code right away, and we'll ask for some changes instead. Don't be discouraged! That's normal; the library is complex, and thus it might take some time to become familiar with it and to use it in an idiomatic way.

We're looking forward to your contributions.

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