discretizedswaption.hpp

Langue: en

Autres versions - même langue

Version: 167883 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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