futureexpirycalculator.hpp File Reference

Base class for classes that perform date calculations for future contracts. More...

#include <ql/settings.hpp>
#include <ql/time/date.hpp>

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Classes
class	FutureExpiryCalculator
	Base class for classes that perform date calculations for future contracts. More...

Namespaces
namespace	QuantExt

Detailed Description

Base class for classes that perform date calculations for future contracts.

Definition in file futureexpirycalculator.hpp.