spreadeddiscountcurve.hpp File Reference

spreaded discount term structure More...

#include <ql/math/interpolation.hpp>
#include <ql/patterns/lazyobject.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>
#include <boost/make_shared.hpp>

Go to the source code of this file.

Classes
class	SpreadedDiscountCurve

Namespaces
namespace	QuantExt

Detailed Description

spreaded discount term structure

Definition in file spreadeddiscountcurve.hpp.