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>
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... | |
Bullet bond vs Libor swap.