ql/termstructures/yieldcurves/forwardspreadedtermstructure.hpp File Reference


Detailed Description

Forward-spreaded term structure.

#include <ql/termstructures/yieldcurves/forwardstructure.hpp>
#include <ql/quote.hpp>

Include dependency graph for forwardspreadedtermstructure.hpp:


Namespaces

namespace  QuantLib

Classes

class  ForwardSpreadedTermStructure
 Term structure with added spread on the instantaneous forward rate. More...