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discretizedswaption.hpp
Langue: en
Version: 381583 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/swaption/discretizedswaption.hpp -Discretized swaption class.
SYNOPSIS
#include <ql/instruments/swaption.hpp>
#include <ql/discretizedasset.hpp>
Detailed Description
Discretized swaption class.
Author
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