QuantLib_Duration

Langue: en

Autres versions - même langue

Version: 163954 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

QuantLib::Duration - duration type

SYNOPSIS


#include <ql/cashflows/duration.hpp>

Public Types


enum Type { Simple, Macaulay, Modified }

Detailed Description

duration type

Author

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