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forwardspreadedtermstructure.hpp
Langue: en
Version: 172775 (fedora - 06/07/09)
Section: 3 (Bibliothèques de fonctions)
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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