vanillaswap.hpp

/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*- */
 
/*
 Copyright (C) 2000, 2001, 2002, 2003 RiskMap srl
 Copyright (C) 2003, 2004, 2005, 2006, 2007 StatPro Italia srl
 Copyright (C) 2006, 2008 Ferdinando Ametrano
 
 This file is part of QuantLib, a free-software/open-source library
 for financial quantitative analysts and developers - http://quantlib.org/
 
 QuantLib is free software: you can redistribute it and/or modify it
 under the terms of the QuantLib license.  You should have received a
 copy of the license along with this program; if not, please email
 <quantlib-dev@lists.sf.net>. The license is also available online at
 <http://quantlib.org/license.shtml>.
 
 This program is distributed in the hope that it will be useful, but WITHOUT
 ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
 FOR A PARTICULAR PURPOSE.  See the license for more details.
*/
 
#ifndef quantlib_vanilla_swap_hpp
#define quantlib_vanilla_swap_hpp
 
#include <ql/instruments/fixedvsfloatingswap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>
#include <ql/optional.hpp>
 
namespace QuantLib {
 
    class IborIndex;
 
 
    class VanillaSwap : public FixedVsFloatingSwap {
      public:
        VanillaSwap(Type type,
                    Real nominal,
                    Schedule fixedSchedule,
                    Rate fixedRate,
                    DayCounter fixedDayCount,
                    Schedule floatSchedule,
                    ext::shared_ptr<IborIndex> iborIndex,
                    Spread spread,
                    DayCounter floatingDayCount,
                    ext::optional<BusinessDayConvention> paymentConvention = ext::nullopt,
                    ext::optional<bool> useIndexedCoupons = ext::nullopt);
 
      private:
        void setupFloatingArguments(arguments* args) const override;
    };
 
}
 
#endif