ql/instruments/assetswap.hpp File Reference
Detailed Description
Bullet bond vs Libor swap.
#include <ql/instruments/swap.hpp>
#include <ql/instruments/bond.hpp>
#include <ql/time/schedule.hpp>
Include dependency graph for assetswap.hpp:

Namespaces | |
| namespace | QuantLib |
Classes | |
| class | AssetSwap |
| Bullet bond vs Libor swap. More... | |
| class | AssetSwap::arguments |
| Arguments for asset swap calculation More... | |
| class | AssetSwap::results |
| Results from simple swap calculation More... | |