ql/instruments/vanillaswap.hpp File Reference
Detailed Description
Simple fixed-rate vs Libor swap.
#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
Include dependency graph for vanillaswap.hpp:
Namespaces | |
| namespace | QuantLib |
Classes | |
| class | VanillaSwap |
| Plain-vanilla swap. More... | |
| class | VanillaSwap::arguments |
| Arguments for simple swap calculation More... | |
| class | VanillaSwap::results |
| Results from simple swap calculation More... | |
Functions | |
| std::ostream & | operator<< (std::ostream &out, VanillaSwap::Type type) |