FuturesConvAdjustmentQuote (3) Linux Manual Page

ql/quotes/futuresconvadjustmentquote.hpp – quote for the futures-convexity adjustment of an index

Synopsis

#include <ql/quote.hpp>
#include <ql/types.hpp>
#include <ql/handle.hpp>
#include <ql/indexes/iborindex.hpp>

Classes

class FuturesConvAdjustmentQuote
quote for the futures-convexity adjustment of an index

Detailed Description

quote for the futures-convexity adjustment of an index

Author

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