representativeswaption.hpp File Reference

representative swaption matcher More...

#include <qle/models/lgm.hpp>
#include <qle/models/lgmimpliedyieldtermstructure.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/instruments/swaption.hpp>

Go to the source code of this file.

Classes
class	RepresentativeSwaptionMatcher

Namespaces
namespace	QuantExt

Detailed Description

representative swaption matcher

Definition in file representativeswaption.hpp.