vanillaswap (3) - Linux Man Pages

vanillaswap: Simple fixed-rate vs Libor swap.

NAME

ql/instruments/vanillaswap.hpp - Simple fixed-rate vs Libor swap.

SYNOPSIS


#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Classes


class VanillaSwap
Plain-vanilla swap.
class arguments
Arguments for simple swap calculation
class results
Results from simple swap calculation

Functions


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

Detailed Description

Simple fixed-rate vs Libor swap.

Author

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