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QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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discretizedswaption.cpp File Reference
#include <ql/cashflows/fixedratecoupon.hpp>
#include <ql/pricingengines/swap/discretizedswap.hpp>
#include <ql/pricingengines/swaption/discretizedswaption.hpp>

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namespace  QuantLib