AssetSwap Class Reference
[Financial instruments]
#include <ql/Instruments/assetswap.hpp>
Inheritance diagram for AssetSwap:

Detailed Description
Asset swap.
Public Member Functions | |
| AssetSwap (bool payFixedRate, const boost::shared_ptr< Bond > &bond, Real bondCleanPrice, const Schedule &floatSchedule, const boost::shared_ptr< Xibor > &index, Spread spread, const DayCounter &floatingDayCount, const Handle< YieldTermStructure > &termStructure) | |
| Spread | fairSpread () const |
| Real | floatingLegBPS () const |
| Real | fairPrice () const |
| Spread | spread () const |
| Real | nominal () const |
| bool | payFixedRate () const |
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const std::vector< boost::shared_ptr< CashFlow > > & | bondLeg () const |
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const std::vector< boost::shared_ptr< CashFlow > > & | floatingLeg () const |
| void | setupArguments (Arguments *args) const |
| void | fetchResults (const Results *) const |
Classes | |
| class | arguments |
| Arguments for asset swap calculation More... | |
| class | results |
| Results from simple swap calculation More... | |
Member Function Documentation
| void setupArguments | ( | Arguments * | args | ) | const [virtual] |
When a derived argument structure is defined for an instrument, this method should be overridden to fill it. This is mandatory in case a pricing engine is used.
Reimplemented from Instrument.
| void fetchResults | ( | const Results * | ) | const [virtual] |
When a derived result structure is defined for an instrument, this method should be overridden to read from it. This is mandatory in case a pricing engine is used.
Reimplemented from Instrument.