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Sourcecode: quantlib version File versions

simpleswap.hpp File Reference

Detailed Description

Simple fixed-rate vs Libor swap.

Definition in file simpleswap.hpp.

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

Go to the source code of this file.


namespace  QuantLib


class  QuantLib::SimpleSwap
 Simple fixed-rate vs Libor swap. More...
class  QuantLib::SimpleSwap::arguments
 Arguments for simple swap calculation More...
class  QuantLib::SimpleSwap::results
 Results from simple swap calculation More...

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