Linear instruments like deposits, FRAs and swaps. More...

Classes
class	julian::Deposit
	Class implements a deposit contract. More...

class	julian::FRA
	Class implements a Forward Rate Agreement. More...

class	julian::IRS
	Class implements an plain vanilla (flo/fix) interest rate swap contract. More...

class	julian::LinearInstrument
	Class is an abstract class expressing the concept of linear instruments like deposits, FRAs, futures, fxForwards and swaps. More...

class	julian::BuildLinearInstrument
	Class implements builder design pattern supporting construction of linear instruments. More...

Detailed Description

Linear instruments like deposits, FRAs and swaps.

Classes