currencyswap.hpp File Reference

Interest rate swap with extended interface. More...

#include <ql/cashflows/cashflows.hpp>
#include <ql/currencies/europe.hpp>
#include <ql/currency.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/money.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes
class	CurrencySwap
	Currency Interest Rate Swap More...
class	CurrencySwap::arguments
class	CurrencySwap::results
class	CurrencySwap::engine
class	VanillaCrossCurrencySwap
	Vanilla cross currency interest rate swap. More...
class	CrossCurrencySwap
	Cross currency swap. More...

Namespaces
namespace	QuantExt

Detailed Description

Interest rate swap with extended interface.

\ingroup instruments

Definition in file currencyswap.hpp.