bmaswap.hpp

Langue: en

Autres versions - même langue

Version: 382560 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/instruments/bmaswap.hpp -

swap paying Libor against BMA coupons

SYNOPSIS


#include <ql/instruments/swap.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/indexes/bmaindex.hpp>

Classes


class BMASwap
swap paying Libor against BMA coupons

Detailed Description

swap paying Libor against BMA coupons

Author

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