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

Energy swap. More...

#include <ql/experimental/commodities/energycommodity.hpp>
#include <ql/experimental/commodities/pricingperiod.hpp>
#include <ql/experimental/commodities/commoditycashflow.hpp>
#include <ql/time/calendar.hpp>

Go to the source code of this file.

Classes

class  EnergySwap
 

Namespaces

namespace  QuantLib
 

Detailed Description

Energy swap.

Definition in file energyswap.hpp.