Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond. More...
#include <ql/instruments/bonds/fixedratebond.hpp>
#include <ql/indexes/ibor/euribor.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <numeric>
Classes | |
class | BTP |
Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond. More... | |
class | RendistatoEquivalentSwapLengthQuote |
RendistatoCalculator equivalent swap lenth Quote adapter. More... | |
class | RendistatoEquivalentSwapSpreadQuote |
RendistatoCalculator equivalent swap spread Quote adapter. More... |
Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond.