quantlib.indexes.swap_index

Copyright (C) 2011, Enthought Inc Copyright (C) 2011, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Classes

OvernightIndexedSwapIndex(...)
SwapIndex(string family_name, Period tenor, ...)