ql/termstructures/yieldcurves/piecewisezerospreadedtermstructure.hpp File Reference
Detailed Description
Piecewise-zero-spreaded term structure.
#include <ql/termstructures/yieldcurves/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
#include <vector>
Include dependency graph for piecewisezerospreadedtermstructure.hpp:

Namespaces | |
namespace | QuantLib |
Classes | |
class | PiecewiseZeroSpreadedTermStructure |
Term structure with an added vector of spreads on the zero-yield rate. More... |