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

Irregular fixed-rate vs Libor swap. More...

#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/cashflows/iborcoupon.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Go to the source code of this file.

Classes

class  IrregularSwap
 Irregular swap: fixed vs floating leg. More...
 
class  IrregularSwap::arguments
 Arguments for irregular-swap calculation More...
 
class  IrregularSwap::results
 Results from irregular-swap calculation More...
 
class  IrregularSwap::engine
 

Namespaces

namespace  QuantLib
 

Detailed Description

Irregular fixed-rate vs Libor swap.

Definition in file irregularswap.hpp.