The swap component incorporates two main functional areas:


Swap Pricing 
Support for a wide range of interest rate swaps, currency swaps, and commodity swaps. 
Zero Curve Construction 
A generic routine for constructing an output zero curve using cash and swap rates as the input information. When a zero curve is required as a parameter for any particular function, users can therefore either construct their own zero curves or provide a reference to a 'userinput' curve that is constructed independently. 
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