currencyswap.hpp File Reference

Interest rate swap with extended interface. More...

#include <ql/cashflows/cashflows.hpp>
#include <ql/currencies/europe.hpp>
#include <ql/currency.hpp>
#include <ql/indexes/iborindex.hpp>
#include <ql/instruments/swap.hpp>
#include <ql/money.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/schedule.hpp>

Classes
class	CurrencySwap
	Currency Interest Rate Swap More...
class	CurrencySwap::arguments
class	CurrencySwap::results
class	CurrencySwap::engine
class	VanillaCrossCurrencySwap
	Vanilla cross currency interest rate swap. More...
class	CrossCurrencySwap
	Cross currency swap. More...

Detailed Description

Interest rate swap with extended interface.

\ingroup instruments