QuantLib: a free/open-source library for quantitative finance
fully annotated source code - version 1.34
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Files | |
file | haganirregularswaptionengine.cpp [code] |
file | haganirregularswaptionengine.hpp [code] |
engine for pricing irregular swaptions via super-replication | |
file | irregularswap.cpp [code] |
file | irregularswap.hpp [code] |
Irregular fixed-rate vs Libor swap. | |
file | irregularswaption.cpp [code] |
file | irregularswaption.hpp [code] |
Irregular swaption class. | |