nonstandardswap.hpp File Reference

vanilla swap but possibly with period dependent nominal and strike More...

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

Go to the source code of this file.

Classes
class	NonstandardSwap
	nonstandard swap More...
class	NonstandardSwap::arguments
	Arguments for nonstandard swap calculation More...
class	NonstandardSwap::results
	Results from nonstandard swap calculation More...
class	NonstandardSwap::engine

Namespaces
namespace	QuantLib

Detailed Description

vanilla swap but possibly with period dependent nominal and strike

Definition in file nonstandardswap.hpp.