ql/instruments/assetswap.hpp File Reference


Detailed Description

Bullet bond vs Libor swap.

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

Include dependency graph for assetswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  AssetSwap
 Bullet bond vs Libor swap. More...
class  AssetSwap::arguments
 Arguments for asset swap calculation More...
class  AssetSwap::results
 Results from simple swap calculation More...