extendeddiscountcurve.hpp

Langue: en

Version: 167335 (fedora - 05/07/09)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/legacy/termstructures/extendeddiscountcurve.hpp - discount factor structure with detailed compound-forward calculation

SYNOPSIS


#include <ql/termstructures/yield/discountcurve.hpp>
#include <map>

Classes


class ExtendedDiscountCurve
Term structure based on loglinear interpolation of discount factors.

Detailed Description

discount factor structure with detailed compound-forward calculation

Author

Generated automatically by Doxygen for QuantLib from the source code.