swapindex.hpp

Langue: en

Autres versions - même langue

Version: 380342 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/swapindex.hpp -

swap-rate indexes

SYNOPSIS


#include <ql/indexes/interestrateindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class SwapIndex
base class for swap-rate indexes
class OvernightIndexedSwapIndex
base class for overnight indexed swap indexes

Detailed Description

swap-rate indexes

Author

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