ql/legacy/termstructures/compoundforward.hpp File Reference

compounded forward term structure More...

#include <ql/termstructures/yield/forwardstructure.hpp>
#include <ql/legacy/termstructures/extendeddiscountcurve.hpp>
#include <ql/math/comparison.hpp>

Include dependency graph for compoundforward.hpp:


Classes

class  CompoundForward
 compound-forward structure More...

Detailed Description

compounded forward term structure