vanillaswap.hpp File Reference

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

#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	VanillaSwap
	Plain-vanilla swap: fix vs ibor leg. More...

Namespaces
namespace	QuantLib

Detailed Description

Simple fixed-rate vs Libor swap.

Definition in file vanillaswap.hpp.