energybasisswap.hpp

Langue: en

Autres versions - même langue

Version: 154892 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/commodities/energybasisswap.hpp - Energy basis swap.

SYNOPSIS


#include <ql/experimental/commodities/energyswap.hpp>
#include <ql/experimental/commodities/commodityindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class EnergyBasisSwap
Energy basis swap.

Detailed Description

Energy basis swap.

Author

Generated automatically by Doxygen for QuantLib from the source code.