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) |