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Fully annotated reference manual - version 1.8.12
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creditvolcurve.cpp File Reference
#include <qle/termstructures/creditvolcurve.hpp>
#include <ql/instruments/creditdefaultswap.hpp>
#include <ql/pricingengines/credit/midpointcdsengine.hpp>
#include <qle/math/flatextrapolation.hpp>
#include <qle/utilities/interpolation.hpp>
#include <qle/utilities/time.hpp>

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namespace  QuantExt