AssetSwap (3) Linux Manual Page

ql/instruments/assetswap.hpp – Bullet bond vs Libor swap.

Synopsis

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

Classes

class AssetSwap
Bullet bond vs Libor swap.
class arguments
Arguments for asset swap calculation
class results
Results from simple swap calculation

Detailed Description

Bullet bond vs Libor swap.

Author

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