QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Vanilla energy swap. More...
#include <ql/experimental/commodities/energyswap.hpp>
#include <ql/experimental/commodities/commodityindex.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Go to the source code of this file.
Classes | |
class | EnergyVanillaSwap |
Vanilla energy swap. More... | |
Namespaces | |
namespace | QuantLib |
Vanilla energy swap.
Definition in file energyvanillaswap.hpp.