26#ifndef quantlib_vanilla_swap_hpp
27#define quantlib_vanilla_swap_hpp
Arguments for simple swap calculation
const DayCounter & fixedDayCount() const
BusinessDayConvention paymentConvention() const
const Schedule & fixedSchedule() const
const ext::shared_ptr< IborIndex > & iborIndex() const
const DayCounter & floatingDayCount() const
Plain-vanilla swap: fix vs ibor leg.
void setupFloatingArguments(arguments *args) const override
Fixed-rate vs floating-rate swap.
Real Spread
spreads on interest rates
const boost::none_t & nullopt
Maps optional to either the boost or std implementation.