QuantLib: C:/dev/QuantLib/ql/models/marketmodels/swapforwardmappings.hpp File Reference

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QuantLib: a free/open-source library for quantitative finance

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

#include <ql/math/matrix.hpp>

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Classes
class	SwapForwardMappings

Namespaces
namespace	QuantLib

Detailed Description

Utility functions for mapping between swap rate and forward rate.

Definition in file swapforwardmappings.hpp.