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

Energy basis swap. More...

#include <ql/experimental/commodities/energyswap.hpp>
#include <ql/experimental/commodities/commodityindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

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Classes

class  EnergyBasisSwap
 Energy basis swap. More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Energy basis swap.

Definition in file energybasisswap.hpp.