ql/instruments/makecms.hpp File Reference


Detailed Description

Helper class to instantiate standard market CMS.

#include <ql/cashflows/cmscoupon.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/instruments/swap.hpp>

Include dependency graph for makecms.hpp:


Namespaces

namespace  QuantLib

Classes

class  MakeCms
 helper class More...