assetswap.hpp

Langue: en

Autres versions - même langue

Version: 153574 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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>

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

Generated automatically by Doxygen for QuantLib from the source code.