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... |