ql/Instruments/vanillaswap.hpp File Reference
Detailed Description
Simple fixed-rate vs Libor swap.
#include <ql/Instruments/swap.hpp>
#include <ql/Indexes/xibor.hpp>
#include <ql/schedule.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... | |
| class | MakeVanillaSwap |
| helper class More... | |