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Fully annotated reference manual - version 1.8.12
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Classes | Namespaces
discountingequityforwardengine.hpp File Reference

Engine to value an Equity Forward contract. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <qle/instruments/equityforward.hpp>

Go to the source code of this file.

Classes

class  DiscountingEquityForwardEngine
 Discounting Equity Forward Engine. More...
 

Namespaces

namespace  QuantExt
 

Detailed Description

Engine to value an Equity Forward contract.

Definition in file discountingequityforwardengine.hpp.