termstructure.hpp

Langue: en

Autres versions - même langue

Version: 373001 (fedora - 01/12/10)

Section: 3 (Bibliothèques de fonctions)

Sommaire

NAME

ql/termstructure.hpp -

base class for term structures

SYNOPSIS


#include <ql/time/calendar.hpp>
#include <ql/time/daycounters/actual365fixed.hpp>
#include <ql/settings.hpp>
#include <ql/handle.hpp>
#include <ql/math/interpolations/extrapolation.hpp>
#include <ql/utilities/null.hpp>

Classes


class TermStructure
Basic term-structure functionality.

Detailed Description

base class for term structures

Author

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