ql/TermStructures/extendeddiscountcurve.hpp File Reference
Detailed Description
discount factor structure with detailed compound-forward calculation
#include <ql/TermStructures/discountcurve.hpp>
#include <map>
Include dependency graph for extendeddiscountcurve.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | ExtendedDiscountCurve |
Term structure based on loglinear interpolation of discount factors. More... |