QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Classes | Namespaces
swapforwardmappings.hpp File Reference

Utility functions for mapping between swap rate and forward rate. More...

#include <ql/math/matrix.hpp>

Go to the source code of this file.

Classes

class  SwapForwardMappings
 

Namespaces

namespace  QuantLib
 

Detailed Description

Utility functions for mapping between swap rate and forward rate.

Definition in file swapforwardmappings.hpp.