flexiswap.hpp File Reference

Flexi-Swap instrument with global notional bounds. More...

#include <ql/cashflow.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/position.hpp>
#include <ql/pricingengine.hpp>

Go to the source code of this file.

Classes
class	FlexiSwap
	Flexi-Swap with global notional bounds. More...
class	FlexiSwap::arguments
	Arguments for Flexi-Swap More...
class	FlexiSwap::results
	Results for Flexi-Swap More...
class	FlexiSwap::engine
	Base class for Flexi-Swap engines. More...

Namespaces
namespace	QuantExt

Detailed Description

Flexi-Swap instrument with global notional bounds.

Definition in file flexiswap.hpp.