QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Equity total return swap. More...
#include <ql/instruments/swap.hpp>
#include <ql/time/schedule.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/daycounter.hpp>
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Classes | |
class | EquityTotalReturnSwap |
Equity total return swap. More... | |
Namespaces | |
namespace | QuantLib |
Equity total return swap.
Definition in file equitytotalreturnswap.hpp.