QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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vanillaswap.hpp File Reference

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

#include <ql/instruments/fixedvsfloatingswap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>

Go to the source code of this file.

Classes

class  VanillaSwap
 Plain-vanilla swap: fix vs ibor leg. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Simple fixed-rate vs Libor swap.

Definition in file vanillaswap.hpp.