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

Bullet bond vs Libor swap. More...

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

Go to the source code of this file.

Classes

class  AssetSwap
 Bullet bond vs Libor swap. More...
 
class  AssetSwap::arguments
 Arguments for asset swap calculation More...
 
class  AssetSwap::results
 Results from simple swap calculation More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Bullet bond vs Libor swap.

Definition in file assetswap.hpp.