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compoundforward.hpp
Langue: en
Version: 160115 (fedora - 05/07/09)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/legacy/termstructures/compoundforward.hpp - compounded forward term structureSYNOPSIS
#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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