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makeswaption.hpp
Langue: en
Version: 376318 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
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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