QuantLib: C:/dev/QuantLib/ql/instruments/bmaswap.hpp File Reference

QuantLib: a free/open-source library for quantitative finance

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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.