brlcdiswap.hpp File Reference

Standard BRL CDI swap. More...

#include <ql/instruments/overnightindexedswap.hpp>
#include <qle/indexes/ibor/brlcdi.hpp>

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Classes
class	BRLCdiSwap
	Standard BRL CDI swap. More...

Namespaces
namespace	QuantExt

Detailed Description

Standard BRL CDI swap.

Definition in file brlcdiswap.hpp.