[bidirectional]

I find your commment much harder to understand than the post. Are you an experienced quant who finds the work trivial, or an undergrad with no idea what a swap curve is? It's impossible to tell and thus impossible to answer your question.

[wrnr]

Neither, this reads like a post to signal one's knowledge rather than one's intelligence. Do you want so see that finite state transducer I wrote in C?