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Reference manual - version qle_version
fixedbmaswap.hpp File Reference

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

Detailed Description

fixed vs averaged bma swap