assetswap.hpp File Reference

Bullet bond vs Libor swap. More...

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

Go to the source code of this file.

Classes
class	AssetSwap
	Bullet bond vs Libor swap. More...
class	AssetSwap::arguments
	Arguments for asset swap calculation More...
class	AssetSwap::results
	Results from simple swap calculation More...

Namespaces
namespace	QuantLib

Detailed Description

Bullet bond vs Libor swap.

Definition in file assetswap.hpp.