piecewisezerospreadedtermstructure.hpp File Reference

Piecewise-zero-spreaded term structure. More...

#include <ql/math/interpolations/linearinterpolation.hpp>
#include <ql/quote.hpp>
#include <ql/termstructures/yield/zeroyieldstructure.hpp>
#include <utility>
#include <vector>

Go to the source code of this file.

Classes
class	InterpolatedPiecewiseZeroSpreadedTermStructure< Interpolator >
	Yield curve with an added vector of spreads on the zero-yield rate. More...

Namespaces
namespace	QuantLib

Typedefs
typedef InterpolatedPiecewiseZeroSpreadedTermStructure< Linear >	PiecewiseZeroSpreadedTermStructure
	Piecewise zero-spreaded yield curve based on linear interpolation of zero rates. More...

Detailed Description

Piecewise-zero-spreaded term structure.

Definition in file piecewisezerospreadedtermstructure.hpp.