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Sourcecode: quantlib version File versions

makecapfloor.hpp File Reference


Detailed Description

Helper class to instantiate standard market cap/floor.

Definition in file makecapfloor.hpp.

#include <ql/instruments/capfloor.hpp>
#include <ql/instruments/makevanillaswap.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::MakeCapFloor
 helper class More...


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