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

swap paying Libor against BMA coupons More...

#include <ql/instruments/swap.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/bmaindex.hpp>

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Classes

class  BMASwap
 swap paying Libor against BMA coupons More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

swap paying Libor against BMA coupons

Definition in file bmaswap.hpp.