immDate (3) Linux Manual Page
QuantLib::FuturesConvAdjustmentQuote – quote for the futures-convexity adjustment of an index Synopsis #include <ql/quotes/futuresconvadjustmentquote.hpp> Inherits QuantLib::Quote, and QuantLib::Observer. Public Member Functions FuturesConvAdjustmentQuote (const boost::shared_ptr< IborIndex > &index, const Date &futuresDate, const Handle< Quote > &futuresQuote, const Handle< Quote > &volatility, const Handle< Quote > &meanReversion) FuturesConvAdjustmentQuote (const boost::shared_ptr< IborIndex > &index, const std::string &immCode, const Handle<…
