ql/termstructures/yieldcurves/extendeddiscountcurve.hpp File Reference


Detailed Description

discount factor structure with detailed compound-forward calculation

#include <ql/termstructures/yieldcurves/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...