vanillaswap.hpp File Reference

Simple fixed-rate vs Libor swap. More...

#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <boost/optional.hpp>
Include dependency graph for vanillaswap.hpp:

Classes

class  VanillaSwap
 Plain-vanilla swap: fix vs floating leg. More...
 
class  VanillaSwap::arguments
 Arguments for simple swap calculation More...
 
class  VanillaSwap::results
 Results from simple swap calculation More...
 

Namespaces

 QuantLib
 

Functions

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

Detailed Description

Simple fixed-rate vs Libor swap.