Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond. More...
#include <ql/instruments/bonds/fixedratebond.hpp>#include <ql/instruments/bonds/floatingratebond.hpp>#include <ql/indexes/ibor/euribor.hpp>#include <ql/instruments/vanillaswap.hpp>#include <numeric>
Classes | |
| class | CCTEU |
| class | BTP |
| Italian BTP (Buono Poliennali del Tesoro) fixed rate bond. More... | |
| class | RendistatoEquivalentSwapLengthQuote |
| RendistatoCalculator equivalent swap lenth Quote adapter. More... | |
| class | RendistatoEquivalentSwapSpreadQuote |
| RendistatoCalculator equivalent swap spread Quote adapter. More... | |
Italian BTP (Buoni Poliennali del Tesoro) fixed rate bond.