QuantLib: ql/experimental/swaptions Directory Reference

A free/open-source library for quantitative finance Reference manual - version 1.6

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swaptions Directory Reference

## Files
file | haganirregularswaptionengine.hpp
| engine for pricing irregular swaptions via super-replication
file | irregularswap.hpp
| Irregular fixed-rate vs Libor swap.
file | irregularswaption.hpp
| Irregular swaption class.