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caphelper.hpp
Langue: en
Version: 172797 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/models/shortrate/calibrationhelpers/caphelper.hpp - CapHelper calibration helper.SYNOPSIS
#include <ql/models/calibrationhelper.hpp>
#include <ql/instruments/capfloor.hpp>
Classes
class CapHelper
calibration helper for ATM cap
Detailed Description
CapHelper calibration helper.
Author
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