Rechercher une page de manuel
makevanillaswap.hpp
Langue: en
Version: 153849 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/instruments/makevanillaswap.hpp - Helper class to instantiate standard market swaps.SYNOPSIS
#include <ql/instruments/vanillaswap.hpp>
#include <ql/time/dategenerationrule.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class MakeVanillaSwap
helper class
Detailed Description
Helper class to instantiate standard market swaps.
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre