Calquant - Technical documentation
Calquant - Technical documentation
CalquantXL
XLOvernightIndexedSwap Class
XLOvernightIndexedSwap Methods
OvernightIndexedSwap Method
OvernightIndexedSwapFairRate Method
OvernightIndexedSwapFairSpread Method
XLOvernight
Indexed
Swap Methods
The
XLOvernightIndexedSwap
type exposes the following members.
Methods
Name
Description
OvernightIndexedSwap
OvernightIndexedSwapFairRate
OvernightIndexedSwapFairSpread
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See Also
Reference
XLOvernightIndexedSwap Class
CalquantXL Namespace
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