futuresconvadjustmentquote.hpp

Langue: en

Autres versions - même langue

Version: 158627 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/quotes/futuresconvadjustmentquote.hpp - quote for the futures-convexity adjustment of an index

SYNOPSIS


#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <ql/handle.hpp>
#include <ql/indexes/iborindex.hpp>

Classes


class FuturesConvAdjustmentQuote
quote for the futures-convexity adjustment of an index

Detailed Description

quote for the futures-convexity adjustment of an index

Author

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