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Reference manual - version qle_version
Classes
impliedbondspread.hpp File Reference

utilities for implied bond credit spread calculation More...

#include <ql/instruments/bond.hpp>
#include <ql/quotes/simplequote.hpp>

Classes

class  ImpliedBondSpreadHelper
 helper class for implied vanilla bond spread calculation More...
 

Detailed Description

utilities for implied bond credit spread calculation