ql/interestrate.hpp File Reference


Detailed Description

Instrument rate class.

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

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Namespaces

namespace  QuantLib

Classes

class  InterestRate
 Concrete interest rate class. More...
class  CompoundingRuleFormatter
 Formats compounding rule for output. More...
class  InterestRateFormatter
 Formats interest rates for output. More...

Enumerations

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

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