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swaptionhelper.hpp
Langue: en
Version: 382112 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/shortrate/calibrationhelpers/swaptionhelper.hpp -Swaption calibration helper.
SYNOPSIS
#include <ql/models/calibrationhelper.hpp>
#include <ql/instruments/swaption.hpp>
Classes
class SwaptionHelper
calibration helper for ATM swaption
Detailed Description
Swaption calibration helper.
Author
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