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Sourcecode: quantlib version File versions

assetswap.hpp File Reference

Detailed Description

Bullet Bond vs Libor swap.

Definition in file assetswap.hpp.

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

Go to the source code of this file.


namespace  QuantLib


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

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