makecms.hpp

Langue: en

Autres versions - même langue

Version: 167739 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/instruments/makecms.hpp - Helper class to instantiate standard market CMS.

SYNOPSIS


#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/pricingengine.hpp>

Classes


class MakeCms
helper class for instantiating CMS

Detailed Description

Helper class to instantiate standard market CMS.

Author

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