fixed vs averaged bma swap More...
#include <ql/cashflows/averagebmacoupon.hpp>
#include <ql/instruments/swap.hpp>
Classes | |
class | FixedBMASwap |
swap paying a fixed rate against BMA coupons More... | |
class | FixedBMASwap::results |
class | FixedBMASwap::engine |
class | MakeFixedBMASwap |
fixed vs averaged bma swap