Piecewise-zero-spreaded term structure. More...
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <ql/quote.hpp>
#include <vector>
Classes | |
class | PiecewiseZeroSpreadedTermStructure |
Term structure with an added vector of spreads on the zero-yield rate. More... |
Piecewise-zero-spreaded term structure.