Swap instrument with legs involving two currencies. More...
#include <ql/currency.hpp>
#include <ql/instruments/swap.hpp>
Classes | |
class | CrossCcySwap |
Cross currency swap. More... | |
class | CrossCcySwap::arguments |
class | CrossCcySwap::results |
class | CrossCcySwap::engine |
Swap instrument with legs involving two currencies.
\ingroup instruments