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discretizedswap.hpp
Langue: en
Version: 151577 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/pricingengines/swap/discretizedswap.hpp - Discretized swap class.SYNOPSIS
#include <ql/instruments/vanillaswap.hpp>
#include <ql/discretizedasset.hpp>
Detailed Description
Discretized swap class.
Author
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