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quantocouponpricer.hpp
Langue: en
Version: 377516 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/coupons/quantocouponpricer.hpp -quanto-adjusted coupon
SYNOPSIS
#include <ql/cashflows/couponpricer.hpp>
#include <ql/termstructures/volatility/equityfx/blackvoltermstructure.hpp>
#include <ql/quote.hpp>
Detailed Description
quanto-adjusted coupon
Author
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