discretizedswap.hpp File Reference

Discretized swap class. More...

#include <ql/discretizedasset.hpp>
#include <ql/instruments/vanillaswap.hpp>

Go to the source code of this file.

Classes
class	DiscretizedSwap

Namespaces
namespace	QuantLib

Detailed Description

Discretized swap class.

Definition in file discretizedswap.hpp.