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analyticcapfloorengine.hpp
Langue: en
Version: 381456 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/capfloor/analyticcapfloorengine.hpp -Analytic engine for caps/floors.
SYNOPSIS
#include <ql/instruments/capfloor.hpp>
#include <ql/pricingengines/genericmodelengine.hpp>
#include <ql/models/model.hpp>
Classes
class AnalyticCapFloorEngine
Analytic engine for cap/floor.
Detailed Description
Analytic engine for caps/floors.
Author
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