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Sourcecode: quantlib version File versions  Download package

forwardrateagreement.hpp File Reference


Detailed Description

forward rate agreement

Definition in file forwardrateagreement.hpp.

#include <ql/Instruments/forward.hpp>
#include <ql/Indexes/xibor.hpp>

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Namespaces

namespace  QuantLib

Classes

class  QuantLib::ForwardRateAgreement
 Forward rate agreement (FRA) class. More...


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