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.