ql/instruments/bmaswap.hpp File Reference


Detailed Description

swap paying Libor against BMA coupons

#include <ql/instruments/swap.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/bmaindex.hpp>

Include dependency graph for bmaswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  BMASwap
 swap paying Libor against BMA coupons More...