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blackswaptionengine.hpp
Langue: en
Version: 377893 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/swaption/blackswaptionengine.hpp -Black-formula swaption engine.
SYNOPSIS
#include <ql/instruments/swaption.hpp>
#include <ql/termstructures/volatility/swaption/swaptionvolstructure.hpp>
Classes
class BlackSwaptionEngine
Black-formula swaption engine.
Detailed Description
Black-formula swaption engine.
Author
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