QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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vanillaswingoption.cpp File Reference

vanilla swing option class More...

#include <ql/event.hpp>
#include <ql/instruments/vanillaswingoption.hpp>

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Namespaces

namespace  QuantLib
 

Detailed Description

vanilla swing option class

Definition in file vanillaswingoption.cpp.