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energyvanillaswap.hpp
Langue: en
Version: 154585 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/experimental/commodities/energyvanillaswap.hpp - Vanilla energy swap.SYNOPSIS
#include <ql/experimental/commodities/energyswap.hpp>
#include <ql/experimental/commodities/commodityindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes
class EnergyVanillaSwap
Vanilla energy swap.
Detailed Description
Vanilla energy swap.
Author
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