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piecewisezerospreadedtermstructure.hpp
Langue: en
Version: 383947 (fedora - 01/12/10)
Section: 3 (Bibliothèques de fonctions)
NAME
ql/termstructures/yield/piecewisezerospreadedtermstructure.hpp -Piecewise-zero-spreaded term structure.
SYNOPSIS
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
#include <vector>
Classes
class PiecewiseZeroSpreadedTermStructure
Term structure with an added vector of spreads on the zero-yield rate.
Detailed Description
Piecewise-zero-spreaded term structure.
Author
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