ql/legacy/termstructures/extendeddiscountcurve.hpp File Reference

discount factor structure with detailed compound-forward calculation More...

#include <ql/termstructures/yield/discountcurve.hpp>
#include <map>

Include dependency graph for extendeddiscountcurve.hpp:


Classes

class  ExtendedDiscountCurve
 Term structure based on loglinear interpolation of discount factors. More...

Detailed Description

discount factor structure with detailed compound-forward calculation