pricetermstructureadapter.hpp File Reference

PriceTermStructure adapter. More...

#include <ql/patterns/lazyobject.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/time/calendars/nullcalendar.hpp>
#include <qle/termstructures/pricetermstructure.hpp>

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Classes
class	PriceTermStructureAdapter
	Adapter class for turning a PriceTermStructure in to a YieldTermStructure. More...

Namespaces
namespace	QuantExt

Detailed Description

PriceTermStructure adapter.

Definition in file pricetermstructureadapter.hpp.