Cross currency basis swap instrument with MTM reset. More...
#include <ql/indexes/iborindex.hpp>
#include <ql/time/schedule.hpp>
#include <qle/indexes/fxindex.hpp>
#include <qle/instruments/crossccyswap.hpp>
Classes | |
class | CrossCcyBasisMtMResetSwap |
Cross currency basis MtM resettable swap. More... | |
class | CrossCcyBasisMtMResetSwap::arguments |
class | CrossCcyBasisMtMResetSwap::results |
Cross currency basis swap instrument with MTM reset.