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