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forwardswapquote.hpp
Langue: en
Version: 152205 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/quotes/forwardswapquote.hpp - quote for a forward starting swapSYNOPSIS
#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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