impliedbondspread.hpp File Reference

utilities for implied bond credit spread calculation More...

#include <ql/instruments/bond.hpp>
#include <ql/quotes/simplequote.hpp>

Go to the source code of this file.

Classes
class	ImpliedBondSpreadHelper
	helper class for implied vanilla bond spread calculation More...

Namespaces
namespace	QuantExt
namespace	QuantExt::detail

Detailed Description

utilities for implied bond credit spread calculation

Definition in file impliedbondspread.hpp.