QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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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 |
Irregular fixed-rate vs Libor swap.
Definition in file irregularswap.hpp.