ql/interestrate.hpp File Reference


Detailed Description

Instrument rate class.

#include <ql/types.hpp>
#include <ql/daycounter.hpp>

Include dependency graph for interestrate.hpp:


Namespaces

namespace  QuantLib

Classes

class  InterestRate
 Concrete interest rate class. More...

Enumerations

enum  Compounding { QuantLib::Simple = 0, QuantLib::Compounded = 1, QuantLib::Continuous = 2, QuantLib::SimpleThenCompounded }
 Interest rate coumpounding rule.