settlementFromExpiry.hpp File Reference

File contains implementation of settlement from expiry convention. More...

#include <dates/calendars/calendar.hpp>
#include <dates/calendars/settlementDateConvention.hpp>
#include <dates/date.hpp>
#include <dates/tenor.hpp>

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Classes
class	julian::SettlementFromExpiry
	Class calculating settlement date from expiry date. More...

Detailed Description

File contains implementation of settlement from expiry convention.