makeswaption.hpp

Langue: en

Autres versions - même langue

Version: 376318 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/makeswaption.hpp -

Helper class to instantiate standard market swaption.

SYNOPSIS


#include <ql/time/businessdayconvention.hpp>
#include <ql/instruments/swaption.hpp>

Classes


class MakeSwaption
helper class

Detailed Description

Helper class to instantiate standard market swaption.

Author

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