vanillaswap.hpp

Langue: en

Autres versions - même langue

Version: 383540 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/vanillaswap.hpp -

Simple fixed-rate vs Libor swap.

SYNOPSIS


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

Classes


class VanillaSwap
Plain-vanilla swap: fix vs floating leg.
class VanillaSwap::arguments
Arguments for simple swap calculation
class VanillaSwap::results
Results from simple swap calculation

Functions


std::ostream & operator<< (std::ostream &out, VanillaSwap::Type t)

Detailed Description

Simple fixed-rate vs Libor swap.

Author

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