ql/Instruments/assetswap.hpp File Reference


Detailed Description

Bullet Bond vs Libor swap.

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

Include dependency graph for assetswap.hpp:


Namespaces

namespace  QuantLib

Classes

class  AssetSwap
 Asset swap. More...
class  AssetSwap::arguments
 Arguments for asset swap calculation More...
class  AssetSwap::results
 Results from simple swap calculation More...