ql/Instruments/vanillaswap.hpp File Reference


Detailed Description

Simple fixed-rate vs Libor swap.

#include <ql/Instruments/swap.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.hpp>

Include dependency graph for vanillaswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  VanillaSwap
 Plain-vanilla swap. More...
class  VanillaSwap::arguments
 Arguments for simple swap calculation More...
class  VanillaSwap::results
 Results from simple swap calculation More...
class  MakeVanillaSwap
 helper class More...