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... |