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energyswap.hpp File Reference


Detailed Description

Energy swap.

Definition in file energyswap.hpp.

#include <ql/experimental/commodities/energycommodity.hpp>
#include <ql/experimental/commodities/pricingperiod.hpp>
#include <ql/experimental/commodities/commoditycashflow.hpp>
#include <ql/time/calendar.hpp>

Go to the source code of this file.

Namespaces

namespace  QuantLib

Classes

class  QuantLib::EnergySwap


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