ql/Instruments/assetswap.hpp File Reference
Detailed Description
Bullet Bond vs Libor swap.
#include <ql/Instruments/swap.hpp>
#include <ql/Instruments/bond.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.hpp>
Include dependency graph for assetswap.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | AssetSwap |
Asset swap. More... | |
class | AssetSwap::arguments |
Arguments for asset swap calculation More... | |
class | AssetSwap::results |
Results from simple swap calculation More... |