Loading [MathJax]/extensions/tex2jax.js
QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Modules Pages
Classes | Namespaces
makecms.hpp File Reference

Helper class to instantiate standard market CMS. More...

#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/pricingengine.hpp>

Go to the source code of this file.

Classes

class  MakeCms
 helper class for instantiating CMS More...
 

Namespaces

namespace  QuantLib
 

Detailed Description

Helper class to instantiate standard market CMS.

Definition in file makecms.hpp.