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... |