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

Equity total return swap. More...

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

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Classes

class  EquityTotalReturnSwap
 Equity total return swap. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Equity total return swap.

Definition in file equitytotalreturnswap.hpp.