A free/open-source library for quantitative finance
Version 0.8.1
Getting started
Introduction
Project overview
Where to get QuantLib
Installation
Configuration
Usage
Version history
Additional resources
The QuantLib group
Copyright and license
Reference manual
Modules
Class Hierarchy
Compound List
File List
Compound Members
File Members
Todo List
Known Bugs
Caveats
Test Suite
Deprecated Features
Examples
QuantLib
::
AssetSwap
::
results
AssetSwap::results Class Reference
#include <ql/instruments/assetswap.hpp>
List of all members.
Detailed Description
Results from simple swap calculation
Public Member Functions
void
reset
()
Public Attributes
Real
floatingLegBPS
Spread
fairSpread
Real
fairPrice