discretizedswaption.hpp

Langue: en

Autres versions - même langue

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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