ql/quotes/forwardswapquote.hpp File Reference


Detailed Description

quote for a forward starting swap

#include <ql/patterns/lazyobject.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/quote.hpp>

Include dependency graph for forwardswapquote.hpp:


Namespaces

namespace  QuantLib

Classes

class  ForwardSwapQuote
 Quote for a forward starting swap. More...