QuantLib: a free/open-source library for quantitative finance
Fully annotated sources - version 1.32
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duration type More...
#include <ql/cashflows/duration.hpp>
Public Types | |
enum | Type { Simple , Macaulay , Modified } |
duration type
Definition at line 35 of file duration.hpp.
enum Type |
Enumerator | |
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Simple | |
Macaulay | |
Modified |
Definition at line 36 of file duration.hpp.