compoundforward.hpp

Langue: en

Version: 160115 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

NAME

ql/legacy/termstructures/compoundforward.hpp - compounded forward term structure

SYNOPSIS


#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/legacy/termstructures/extendeddiscountcurve.hpp>
#include <ql/math/comparison.hpp>

Classes


class CompoundForward
compound-forward structure

Detailed Description

compounded forward term structure

Author

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