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vanillaswap.hpp
Langue: en
Version: 383540 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/vanillaswap.hpp -Simple fixed-rate vs Libor swap.
SYNOPSIS
#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <boost/optional.hpp>
Classes
class VanillaSwap
Plain-vanilla swap: fix vs floating leg.
class VanillaSwap::arguments
Arguments for simple swap calculation
class VanillaSwap::results
Results from simple swap calculation
Functions
std::ostream & operator<< (std::ostream &out, VanillaSwap::Type t)
Detailed Description
Simple fixed-rate vs Libor swap.
Author
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