Swap engine employing assumptions to speed up calculation. More...
#include <ql/instruments/swap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
Classes | |
class | DiscountingSwapEngineMultiCurve |
Discounting Swap Engine - Multi Curve. More... | |
Swap engine employing assumptions to speed up calculation.
\ingroup engines