swap.hpp

Langue: en

Autres versions - même langue

Version: 380471 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/swap.hpp -

Interest rate swap.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/cashflow.hpp>

Classes


class Swap
Interest rate swap.

Detailed Description

Interest rate swap.

Author

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