weightedyieldtermstructure.hpp File Reference

yield term structure given as a weighted average of yield term structures More...

#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes
class	WeightedYieldTermStructure
	weighted yield term structure More...

Namespaces
namespace	QuantExt

Detailed Description

yield term structure given as a weighted average of yield term structures

Definition in file weightedyieldtermstructure.hpp.