fltrate.h File Reference

#include "cgeneral.h"
#include "bastypes.h"
#include "interp.h"

Functions

int JpmcdsFloatRateSet (TDateInterval *matInterval, TDateInterval *payInterval, long dayCountConv, long spotOffsetDays, double spread, double weight, TFloatRate *floatRate)
 Sets a TFloatRat.

Detailed Description

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