discountingswapenginemulticurve.hpp File Reference

Swap engine employing assumptions to speed up calculation. More...

#include <ql/instruments/swap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes
class	DiscountingSwapEngineMultiCurve
	Discounting Swap Engine - Multi Curve. More...

Namespaces
namespace	QuantExt

Detailed Description

Swap engine employing assumptions to speed up calculation.

\ingroup engines

Definition in file discountingswapenginemulticurve.hpp.