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forwardspreadedtermstructure.hpp
Langue: en
Version: 384055 (fedora - 01/12/10)
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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