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. |