linearannuitymapping.hpp File Reference

linear annuity mapping function f(S) = a*S+b More...

#include <qle/models/annuitymapping.hpp>

Go to the source code of this file.

Classes
class	LinearAnnuityMapping
class	LinearAnnuityMappingBuilder

Namespaces
namespace	QuantExt

Detailed Description

linear annuity mapping function f(S) = a*S+b

Definition in file linearannuitymapping.hpp.