VanillaSwap (3) Linux Manual Page

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

Generated automatically by Doxygen for QuantLib from the source code.