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

Fixed-rate vs floating-rate swap. More...

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

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Classes

class  FixedVsFloatingSwap
 Fixed vs floating swap. More...
 
class  FixedVsFloatingSwap::arguments
 Arguments for simple swap calculation More...
 
class  FixedVsFloatingSwap::results
 Results from simple swap calculation More...
 
class  FixedVsFloatingSwap::engine
 

Namespaces

namespace  QuantLib
 

Detailed Description

Fixed-rate vs floating-rate swap.

Definition in file fixedvsfloatingswap.hpp.