interestrateindex.hpp

Langue: en

Autres versions - même langue

Version: 377899 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/indexes/interestrateindex.hpp -

base class for interest rate indexes

SYNOPSIS


#include <ql/index.hpp>
#include <ql/time/calendar.hpp>
#include <ql/currency.hpp>
#include <ql/time/daycounter.hpp>
#include <ql/time/period.hpp>

Classes


class InterestRateIndex
base class for interest rate indexes

Detailed Description

base class for interest rate indexes

Author

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