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swapindex.hpp
Langue: en
Version: 380342 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/indexes/swapindex.hpp -swap-rate indexes
SYNOPSIS
#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class SwapIndex
base class for swap-rate indexes
class OvernightIndexedSwapIndex
base class for overnight indexed swap indexes
Detailed Description
swap-rate indexes
Author
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