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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>
#include <ql/time/schedule.hpp>
#include <boost/optional.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::VanillaSwap
 Plain-vanilla swap: fix vs floating leg. 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...

Functions

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


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