AssetSwap Class Reference
[Financial instruments]

#include <ql/Instruments/assetswap.hpp>

Inheritance diagram for AssetSwap:

Inheritance graph
[legend]
List of all members.

Detailed Description

Asset swap.


Public Member Functions

 AssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Spread spread, const DayCounter &floatingDayCount, const Handle< YieldTermStructure > &termStructure)
Spread fairSpread () const
Real floatingLegBPS () const
Real fairPrice () const
Spread spread () const
Real nominal () const
bool payFixedRate () const
const std::vector< boost::shared_ptr<
CashFlow > > & 
bondLeg () const
const std::vector< boost::shared_ptr<
CashFlow > > & 
floatingLeg () const
void setupArguments (Arguments *args) const
void fetchResults (const Results *) const

Classes

class  arguments
 Arguments for asset swap calculation More...
class  results
 Results from simple swap calculation More...


Member Function Documentation

void setupArguments ( Arguments args  )  const [virtual]

When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.

void fetchResults ( const Results  )  const [virtual]

When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.

Reimplemented from Instrument.