ql/Instruments/simpleswap.hpp File Reference


Detailed Description

Simple fixed-rate vs Libor swap.

#include <ql/Instruments/swap.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.hpp>

Include dependency graph for simpleswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  SimpleSwap
 Simple fixed-rate vs Libor swap. More...
class  SimpleSwap::arguments
 Arguments for simple swap calculation More...
class  SimpleSwap::results
 Results from simple swap calculation More...

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