ql/instruments/vanillaswap.hpp File Reference


Detailed Description

Simple fixed-rate vs Libor swap.

#include <ql/instruments/swap.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>

Include dependency graph for vanillaswap.hpp:


Namespaces

namespace  QuantLib

Classes

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

Functions

std::ostream & operator<< (std::ostream &out, VanillaSwap::Type type)