Has quantlib future class?

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Has quantlib future class?

xgdev
Hi, all
 
    i did not found there are any classes deal with future, isn't it?
 
 
 
 
 



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Re: Has quantlib future class?

Ferdinando M. Ametrano-3
Hi

On 6/25/07, [hidden email] <[hidden email]> wrote:
>     i did not found there are any classes deal with future, isn't it?

yes, there is not a Futures class derived from Instrument. There are
few Forward(s) classes, and the functions needed to work with IMM
dates.

ciao -- Nando

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