yieldplusdefaultyieldtermstructure.hpp File Reference

yield term structure given as a yield ts plus weighted sum of default term structures More...

#include <ql/termstructures/defaulttermstructure.hpp>
#include <ql/termstructures/yieldtermstructure.hpp>

Go to the source code of this file.

Classes
class	YieldPlusDefaultYieldTermStructure
	yield plus default yield term structure More...

Namespaces
namespace	QuantExt

Detailed Description

yield term structure given as a yield ts plus weighted sum of default term structures

Definition in file yieldplusdefaultyieldtermstructure.hpp.