crossccyswap.hpp File Reference

Swap instrument with legs involving two currencies. More...

#include <ql/currency.hpp>
#include <ql/instruments/swap.hpp>

Classes
class	CrossCcySwap
	Cross currency swap. More...
class	CrossCcySwap::arguments
class	CrossCcySwap::results
class	CrossCcySwap::engine

Detailed Description

Swap instrument with legs involving two currencies.