fixedbmaswap.hpp File Reference

fixed vs averaged bma swap More...

#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/instruments/swap.hpp>

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Classes
class	FixedBMASwap
	swap paying a fixed rate against BMA coupons More...
class	FixedBMASwap::results
class	FixedBMASwap::engine
class	MakeFixedBMASwap

Namespaces
namespace	QuantExt

Detailed Description

fixed vs averaged bma swap

Definition in file fixedbmaswap.hpp.