discountingcurrencyswapengine.hpp File Reference

discounting currency swap engine More...

#include <ql/currency.hpp>
#include <ql/handle.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/currencyswap.hpp>

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Classes
class	DiscountingCurrencySwapEngine
	Discounting CurrencySwap Engine More...

Namespaces
namespace	QuantExt

Detailed Description

discounting currency swap engine

\ingroup engines

Definition in file discountingcurrencyswapengine.hpp.