Rechercher une page de manuel
termstructure.hpp
Langue: en
Version: 373001 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructure.hpp -base class for term structures
SYNOPSIS
#include <ql/time/calendar.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/settings.hpp>
#include <ql/handle.hpp>
#include <ql/math/interpolations/extrapolation.hpp>
#include <ql/utilities/null.hpp>
Classes
class TermStructure
Basic term-structure functionality.
Detailed Description
base class for term structures
Author
Generated automatically by Doxygen for QuantLib from the source code.
Contenus ©2006-2024 Benjamin Poulain
Design ©2006-2024 Maxime Vantorre