ql/TermStructures/piecewiseflatforward.hpp File Reference


Detailed Description

piecewise flat forward term structure

#include <ql/qldefines.hpp>
#include <ql/TermStructures/piecewiseyieldcurve.hpp>

Include dependency graph for piecewiseflatforward.hpp:


Namespaces

namespace  QuantLib

Typedefs

typedef PiecewiseYieldCurve<
Discount, LogLinear > 
QuantLib::PiecewiseFlatForward
 Piecewise flat-forward term structure.