annuitymapping.hpp File Reference

base class for annuity mapping functions used in TSR models More...

#include <ql/instruments/vanillaswap.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/date.hpp>
#include <ql/types.hpp>

Go to the source code of this file.

Classes
class	AnnuityMapping
class	AnnuityMappingBuilder

Namespaces
namespace	QuantExt

Detailed Description

base class for annuity mapping functions used in TSR models

Definition in file annuitymapping.hpp.