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

Discretized swap class. More...

#include <ql/discretizedasset.hpp>
#include <ql/instruments/vanillaswap.hpp>

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Classes

class  DiscretizedSwap
 

Namespaces

namespace  QuantLib
 

Detailed Description

Discretized swap class.

Definition in file discretizedswap.hpp.