piecewisezerospreadedtermstructure.hpp

Langue: en

Autres versions - même langue

Version: 383947 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

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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