discountratiomodifiedcurve.hpp File Reference

discount curve modified by the ratio of two other discount curves More...

#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes
class	DiscountRatioModifiedCurve

Namespaces
namespace	QuantExt

Detailed Description

discount curve modified by the ratio of two other discount curves

Definition in file discountratiomodifiedcurve.hpp.