A free/open-source library for quantitative finance
Reference manual - version 1.6
Main Page
Related Pages
Modules
Classes
Examples
ql
experimental
swaptions
swaptions Directory Reference
Files
file
haganirregularswaptionengine.hpp
engine for pricing irregular swaptions via super-replication
file
irregularswap.hpp
Irregular fixed-rate vs Libor swap.
file
irregularswaption.hpp
Irregular swaption class.
Generated by
Doxygen
1.8.9.1