representative swaption matcher More...
#include <qle/models/lgm.hpp>
#include <qle/models/lgmimpliedyieldtermstructure.hpp>
#include <ql/cashflows/floatingratecoupon.hpp>
#include <ql/indexes/swapindex.hpp>
#include <ql/instruments/swaption.hpp>
Classes | |
class | RepresentativeSwaptionMatcher |
representative swaption matcher