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Sourcecode: quantlib version File versions  Download package

vanillaswap.hpp File Reference

Detailed Description

Simple fixed-rate vs Libor swap.

Definition in file vanillaswap.hpp.

#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>

Go to the source code of this file.


namespace  QuantLib


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


std::ostream & QuantLib::operator<< (std::ostream &out, VanillaSwap::Type type)

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