NAME

ql/quotes/lastfixingquote.hpp - quote for the last fixing available for a given index

SYNOPSIS


#include <ql/quote.hpp>
#include <ql/index.hpp>
#include <ql/patterns/observable.hpp>

Classes


class LastFixingQuote
Quote adapter for the last fixing available of a given Index.

Detailed Description

quote for the last fixing available for a given index

Author

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