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Sourcecode: quantlib version File versions  Download package

bmaswap.hpp File Reference


Detailed Description

swap paying Libor against BMA coupons

Definition in file bmaswap.hpp.

#include <ql/instruments/swap.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/bmaindex.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::BMASwap
 swap paying Libor against BMA coupons More...


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