forwardswapquote.hpp

Langue: en

Autres versions - même langue

Version: 373633 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/quotes/forwardswapquote.hpp -

quote for a forward starting swap

SYNOPSIS


#include <ql/patterns/lazyobject.hpp>
#include <ql/instruments/vanillaswap.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/quote.hpp>

Classes


class ForwardSwapQuote
Quote for a forward starting swap.

Detailed Description

quote for a forward starting swap

Author

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