swapforwardmappings.hpp

Langue: en

Autres versions - même langue

Version: 376714 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/models/marketmodels/swapforwardmappings.hpp -

Utility functions for mapping between swap rate and forward rate.

SYNOPSIS


#include <ql/math/matrix.hpp>

Detailed Description

Utility functions for mapping between swap rate and forward rate.

Author

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