cashflows.cpp File Reference

#include <qle/utilities/cashflows.hpp>
#include <iostream>

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Namespaces
namespace	QuantExt

Functions
Real	getOisAtmLevel (const QuantLib::ext::shared_ptr< OvernightIndex > &on, const Date &fixingDate, const Period &rateComputationPeriod)
Real	getBMAAtmLevel (const QuantLib::ext::shared_ptr< BMAIndex > &bma, const Date &fixingDate, const Period &rateComputationPeriod)