forward.hpp

Langue: en

Autres versions - même langue

Version: 379978 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/instruments/forward.hpp -

Base forward class.

SYNOPSIS


#include <ql/instrument.hpp>
#include <ql/position.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/interestrate.hpp>
#include <ql/types.hpp>
#include <ql/handle.hpp>
#include <ql/payoff.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Classes


class Forward
Abstract base forward class.
class ForwardTypePayoff
Class for forward type payoffs.

Detailed Description

Base forward class.

Author

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