assetswap.hpp

Langue: en

Autres versions - même langue

Version: 374327 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/instruments/assetswap.hpp -

Bullet bond vs Libor swap.

SYNOPSIS


#include <ql/instruments/swap.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/daycounter.hpp>

Classes


class AssetSwap
Bullet bond vs Libor swap.
class AssetSwap::arguments
Arguments for asset swap calculation
class AssetSwap::results
Results from simple swap calculation

Detailed Description

Bullet bond vs Libor swap.

Author

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