BRLCdiSwap Class Reference

Standard BRL CDI swap. More...

#include <qle/instruments/brlcdiswap.hpp>

Inheritance diagram for BRLCdiSwap:

Public Member Functions
	BRLCdiSwap (Type type, QuantLib::Real nominal, const QuantLib::Date &startDate, const QuantLib::Date &endDate, QuantLib::Rate fixedRate, const boost::shared_ptr< BRLCdi > &overnightIndex, QuantLib::Spread spread=0.0, bool telescopicValueDates=false)

Results
QuantLib::Real	fixedLegBPS () const
QuantLib::Real	fairRate () const

Detailed Description

Standard BRL CDI swap.