ql/instruments/vanillaswap.hpp File Reference
Simple fixed-rate vs Libor swap. More...
#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <boost/optional.hpp>
Include dependency graph for vanillaswap.hpp:

Classes | |
class | VanillaSwap |
Plain-vanilla swap: fix vs floating leg. More... | |
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 t) |
Detailed Description
Simple fixed-rate vs Libor swap.