forwardspreadedtermstructure.hpp

Langue: en

Autres versions - même langue

Version: 384055 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructures/yield/forwardspreadedtermstructure.hpp -

Forward-spreaded term structure.

SYNOPSIS


#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/quote.hpp>

Classes


class ForwardSpreadedTermStructure
Term structure with added spread on the instantaneous forward rate.

Detailed Description

Forward-spreaded term structure.

Author

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