forwardspreadedtermstructure.hpp File Reference

Forward-spreaded term structure. More...

#include <ql/quote.hpp>
#include <ql/termstructures/yield/forwardstructure.hpp>
#include <utility>

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Classes
class	ForwardSpreadedTermStructure
	Term structure with added spread on the instantaneous forward rate. More...

Namespaces
namespace	QuantLib

Detailed Description

Forward-spreaded term structure.

Definition in file forwardspreadedtermstructure.hpp.