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Sourcecode: quantlib version File versions  Download package

makecms.hpp File Reference


Detailed Description

Helper class to instantiate standard market CMS.

Definition in file makecms.hpp.

#include <ql/cashflows/cmscoupon.hpp>
#include <ql/time/calendar.hpp>
#include <ql/time/businessdayconvention.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::MakeCms
 helper class More...


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