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assetswap.hpp
Langue: en
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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