ql/instruments/makevanillaswap.hpp File Reference


Detailed Description

Helper class to instantiate standard market swaps.

#include <ql/instruments/vanillaswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Include dependency graph for makevanillaswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  MakeVanillaSwap
 helper class More...