interpolateddiscountcurve2.hpp File Reference

interpolated discount term structure More...

#include <ql/math/interpolations/loginterpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <boost/make_shared.hpp>

Go to the source code of this file.

Classes
class	InterpolatedDiscountCurve2
	InterpolatedDiscountCurve2 as in QuantLib, but with floating discount quotes and floating reference date. More...

Namespaces
namespace	QuantExt

Detailed Description

interpolated discount term structure

Definition in file interpolateddiscountcurve2.hpp.