makevanillaswap.hpp

Langue: en

Autres versions - même langue

Version: 153849 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/makevanillaswap.hpp - Helper class to instantiate standard market swaps.

SYNOPSIS


#include <ql/instruments/vanillaswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class MakeVanillaSwap
helper class

Detailed Description

Helper class to instantiate standard market swaps.

Author

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