Term structure for a forward dividend curve. If extrapolation is set we extrapolate with the forecast curve. More...
#include <ql/termstructures/yieldtermstructure.hpp>
Go to the source code of this file.
Classes | |
class | FlatForwardDividendCurve |
Namespaces | |
namespace | QuantExt |
Term structure for a forward dividend curve. If extrapolation is set we extrapolate with the forecast curve.
Definition in file flatforwarddividendcurve.hpp.