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Sourcecode: quantlib version File versions  Download package

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makecms.hpp File Reference

Helper class to instantiate standard market CMS. More...

#include <ql/cashflows/cmscoupon.hpp>
#include <ql/cashflows/couponpricer.hpp>
#include <ql/pricingengine.hpp>
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Classes

class  QuantLib::MakeCms
 helper class for instantiating CMS More...

Namespaces

namespace  QuantLib

Detailed Description

Helper class to instantiate standard market CMS.

Definition in file makecms.hpp.


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