energyvanillaswap.hpp

Langue: en

Autres versions - même langue

Version: 374843 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/experimental/commodities/energyvanillaswap.hpp -

Vanilla energy swap.

SYNOPSIS


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

Classes


class EnergyVanillaSwap
Vanilla energy swap.

Detailed Description

Vanilla energy swap.

Author

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