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 | VanillaSwap |
Plain-vanilla swap. More... | |
class | VanillaSwap::arguments |
Arguments for simple swap calculation More... | |
class | VanillaSwap::results |
Results from simple swap calculation More... | |
Typedefs | |
typedef VanillaSwap | QuantLib::SimpleSwap |